+792.9%
JPM vs ARMK
+350.8%
+442.0%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | -0.1% | -0.6% |
| 7D | +0.3% | -2.4% | +2.7% | +1.2% |
| 30D | -0.2% | 0.0% | -0.2% | -0.4% |
| 3M | +15.9% | +6.7% | +9.2% | +12.8% |
| 6M | +20.9% | +38.8% | -17.9% | +6.5% |
| YTD | +12.9% | +55.2% | -42.3% | -4.8% |
| 1Y | +20.3% | +46.6% | -26.3% | +3.3% |
| 3Y | +160.9% | +112.9% | +48.0% | +91.5% |
| 5Y | +154.8% | +144.0% | +10.9% | +74.2% |
| 10Y | +591.1% | +132.4% | +458.7% | +364.9% |
| All | +792.9% | +350.8% | +442.0% | +432.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ARMK.
Daily Out/Under-Performance
Portfolio return minus ARMK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARMK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ARMK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling