-55.4%
APP vs JPM
+17.0%
-72.4%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +4.2% | +6.5% | +8.5% |
| 7D | +4.5% | +3.8% | +0.8% | +2.7% |
| 30D | -3.6% | +6.5% | -10.1% | -6.4% |
| 3M | -35.3% | -1.0% | -34.2% | -35.1% |
| 6M | -42.8% | +15.5% | -58.3% | -46.6% |
| YTD | -59.7% | +11.4% | -71.1% | -62.7% |
| 1Y | -55.4% | +16.1% | -71.4% | -59.3% |
| All | -55.4% | +17.0% | -72.4% | -59.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling