+153.3%
AMAT vs JPM
+153.2%
+0.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.0% | -3.7% | -3.3% |
| 7D | +11.4% | +3.5% | +7.9% | +9.2% |
| 30D | -17.0% | +3.3% | -20.3% | -18.3% |
| 3M | -30.6% | -4.2% | -26.4% | -28.9% |
| 6M | -14.9% | +16.4% | -31.3% | -21.8% |
| YTD | +44.7% | +9.5% | +35.2% | +37.0% |
| 1Y | +66.9% | +14.0% | +52.9% | +54.3% |
| 3Y | +153.3% | +153.1% | +0.2% | +54.8% |
| All | +153.3% | +153.2% | +0.1% | +54.8% |
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