Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • AMAT vs JPM✓SelectedUSD · JPMAMAT vs JPM performance historyLatest closeAs of+4.31%09/04
Stock and ETF performance explorer

AMAT vs JPM

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+137,736.4%
JPM return
+11,233.5%
Excess return
+126,502.9%
Maximum drawdown
-85.2%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioJPMExcessAlpha
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%-15.5%
6M+27.4%+20.9%+6.4%+16.4%
YTD+77.6%+12.9%+64.7%+67.2%
1Y+188.9%+20.3%+168.6%+163.6%
3Y+202.3%+160.9%+41.4%+89.3%
5Y+248.9%+154.8%+94.1%+120.6%
10Y+1,585.2%+591.1%+994.1%+575.6%
All+137,736.4%+11,233.5%+126,502.9%+11,624.0%

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 all: 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…

all analysis · Full analysis span regression · 6 months rolling