+96,674.4%
AMAT vs JPM
+10,613.6%
+86,060.8%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -4.2% | -9.4% | -11.6% |
| 7D | -24.3% | -1.8% | -22.5% | -23.5% |
| 30D | -39.8% | +1.8% | -41.6% | -40.3% |
| 3M | -40.2% | -5.6% | -34.6% | -38.5% |
| 6M | -22.1% | +10.1% | -32.2% | -25.7% |
| YTD | +24.7% | +6.7% | +18.0% | +20.6% |
| 1Y | +33.3% | +10.3% | +22.9% | +26.8% |
| 3Y | +133.9% | +151.4% | -17.5% | +49.2% |
| 5Y | +117.1% | +127.3% | -10.2% | +45.0% |
| 10Y | +1,158.7% | +546.0% | +612.7% | +420.9% |
| All | +96,674.4% | +10,613.6% | +86,060.8% | +8,356.9% |
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