+373.4%
AMD vs JPM
+151.2%
+222.2%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +0.4% | +6.9% | +7.1% |
| 7D | +13.1% | -2.5% | +15.6% | +15.5% |
| 30D | -7.0% | +2.7% | -9.7% | -8.0% |
| 3M | +16.6% | -4.7% | +21.2% | +20.4% |
| 6M | +20.5% | +15.6% | +5.0% | +10.0% |
| YTD | +158.2% | +8.6% | +149.5% | +143.5% |
| 1Y | +132.8% | +10.9% | +121.9% | +116.1% |
| All | +373.4% | +151.2% | +222.2% | +175.4% |
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