+10,785.8%
AMD vs JPM
+10,523.0%
+262.8%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -0.8% | +11.9% | +11.5% |
| 7D | -11.0% | -0.8% | -10.3% | -10.5% |
| 30D | -30.5% | +1.5% | -32.0% | -30.9% |
| 3M | -8.2% | -5.7% | -2.6% | -5.5% |
| 6M | +6.6% | +7.2% | -0.7% | +2.7% |
| YTD | +109.7% | +5.8% | +103.9% | +102.7% |
| 1Y | +88.9% | +8.8% | +80.1% | +80.1% |
| 3Y | +301.8% | +147.4% | +154.4% | +155.5% |
| 5Y | +229.4% | +125.3% | +104.0% | +119.9% |
| 10Y | +6,745.1% | +540.5% | +6,204.6% | +2,522.1% |
| All | +10,785.8% | +10,523.0% | +262.8% | +847.3% |
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