+331.1%
AMD vs JPM
+160.3%
+170.8%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.9% | +5.6% | +5.3% |
| 7D | +2.6% | +0.3% | +2.3% | +2.3% |
| 30D | -0.9% | -0.2% | -0.8% | -1.0% |
| 3M | -8.7% | +15.9% | -24.6% | -17.0% |
| 6M | +136.3% | +20.9% | +115.4% | +109.0% |
| YTD | +123.0% | +12.9% | +110.1% | +104.6% |
| 1Y | +195.2% | +20.3% | +174.9% | +158.5% |
| All | +331.1% | +160.3% | +170.8% | +134.4% |
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