+264.6%
AMD vs JPM
+134.4%
+130.2%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +1.0% | -9.7% | -9.5% |
| 7D | +18.9% | +3.5% | +15.4% | +16.1% |
| 30D | -6.4% | +3.3% | -9.7% | -8.2% |
| 3M | +10.6% | -4.2% | +14.8% | +14.2% |
| 6M | +19.9% | +16.4% | +3.5% | +7.1% |
| YTD | +149.4% | +9.5% | +139.9% | +131.0% |
| 1Y | +115.4% | +14.0% | +101.4% | +92.7% |
| 3Y | +357.3% | +153.1% | +204.2% | +114.1% |
| All | +264.6% | +134.4% | +130.2% | +57.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling