+8,520.0%
AMD vs JPM
+475.8%
+8,044.2%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -0.2% | +6.0% | +6.0% |
| 7D | +44.7% | +1.6% | +43.1% | +43.5% |
| 30D | -3.3% | +3.4% | -6.8% | -4.9% |
| 3M | +21.2% | -5.7% | +26.9% | +25.6% |
| 6M | +30.6% | +13.5% | +17.0% | +21.2% |
| YTD | +173.3% | +8.4% | +164.9% | +159.0% |
| 1Y | +126.1% | +9.1% | +117.0% | +113.2% |
| 3Y | +393.5% | +149.5% | +244.1% | +187.1% |
| 5Y | +295.8% | +132.6% | +163.2% | +135.2% |
| All | +8,520.0% | +475.8% | +8,044.2% | +3,406.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling