-22.2%
AMAT vs JPM
+8.4%
-30.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | JPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.8% | +5.1% | +4.7% |
| 7D | -14.7% | -0.8% | -14.0% | -13.4% |
| 30D | -36.1% | +1.5% | -37.6% | -35.7% |
| 3M | -36.9% | -5.7% | -31.2% | -34.2% |
| 6M | -22.2% | +7.2% | -29.4% | -21.3% |
| All | -22.2% | +8.4% | -30.6% | -21.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling