+1,278.0%
AAPL vs JPM
+600.5%
+677.5%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.8% | +1.0% | +1.4% |
| 7D | +3.8% | -0.7% | +4.5% | +4.1% |
| 30D | +9.9% | -2.5% | +12.4% | +11.1% |
| 3M | +12.5% | +14.1% | -1.7% | +5.9% |
| 6M | +27.6% | +25.1% | +2.5% | +15.2% |
| YTD | +22.6% | +12.1% | +10.4% | +15.8% |
| 1Y | +45.0% | +18.8% | +26.2% | +33.1% |
| 3Y | +87.8% | +163.4% | -75.7% | +18.9% |
| 5Y | +128.7% | +156.5% | -27.9% | +43.6% |
| All | +1,278.0% | +600.5% | +677.5% | +558.2% |
Cumulative growth
Daily Returns
Daily percentage return beside JPM.
Daily Out/Under-Performance
Portfolio return minus JPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JPM 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 10y: compounded portfolio wealth divided by compounded JPM 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…
10y analysis · Full analysis span regression · 6 months rolling