+143.3%
AAPL vs JPM
+134.4%
+9.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.0% | -0.6% | 0.0% |
| 7D | +4.1% | +3.5% | +0.6% | +2.7% |
| 30D | +4.0% | +3.3% | +0.7% | +2.6% |
| 3M | +16.8% | -4.2% | +21.0% | +18.8% |
| 6M | +19.4% | +16.4% | +3.0% | +11.3% |
| YTD | +31.5% | +9.5% | +22.0% | +25.4% |
| 1Y | +31.0% | +14.0% | +17.0% | +22.4% |
| 3Y | +95.3% | +153.1% | -57.8% | +22.7% |
| All | +143.3% | +134.4% | +9.0% | +44.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling