+203.0%
AMAT vs JPM
+160.3%
+42.7%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.9% | +5.3% | +4.8% |
| 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% | -16.5% |
| 6M | +27.4% | +20.9% | +6.4% | +14.4% |
| YTD | +77.6% | +12.9% | +64.7% | +65.0% |
| 1Y | +188.9% | +20.3% | +168.6% | +158.4% |
| All | +203.0% | +160.3% | +42.7% | +82.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling