+1,370.8%
AMAT vs JPM
+498.0%
+872.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | -2.5% | +1.2% | -3.7% | -3.0% |
| 30D | -26.5% | +2.7% | -29.3% | -27.7% |
| 3M | -28.6% | -4.5% | -24.1% | -26.3% |
| 6M | -14.2% | +14.3% | -28.6% | -21.9% |
| YTD | +45.5% | +8.2% | +37.3% | +37.2% |
| 1Y | +59.3% | +10.0% | +49.3% | +48.4% |
| 3Y | +153.1% | +149.0% | +4.1% | +30.5% |
| 5Y | +158.2% | +131.0% | +27.1% | +37.7% |
| 10Y | +1,370.8% | +479.1% | +891.7% | +423.6% |
| All | +1,370.8% | +498.0% | +872.8% | +423.6% |
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