+188.9%
AMAT vs JPM
+21.8%
+167.1%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.9% | +5.3% | +4.9% |
| 7D | -1.5% | +0.3% | -1.8% | -1.7% |
| 30D | -14.8% | -0.2% | -14.6% | -14.8% |
| 3M | -9.3% | +15.9% | -25.1% | -16.4% |
| 6M | +27.4% | +20.9% | +6.4% | +13.9% |
| YTD | +77.6% | +12.9% | +64.7% | +63.8% |
| 1Y | +188.9% | +20.3% | +168.6% | +160.2% |
| All | +188.9% | +21.8% | +167.1% | +160.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling