+59.3%
AMAT vs JPM
+10.7%
+48.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | -2.5% | +1.2% | -3.7% | -2.6% |
| 30D | -26.5% | +2.7% | -29.3% | -27.3% |
| 3M | -28.6% | -4.5% | -24.1% | -26.2% |
| 6M | -14.2% | +14.3% | -28.6% | -20.6% |
| YTD | +45.5% | +8.2% | +37.3% | +37.5% |
| 1Y | +59.3% | +10.0% | +49.3% | +49.4% |
| All | +59.3% | +10.7% | +48.7% | +49.4% |
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