+528.8%
APP vs JPM
+159.1%
+369.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +2.3% | +2.5% | +3.3% |
| 7D | +79.2% | +0.4% | +78.7% | +77.3% |
| 30D | +48.0% | +2.7% | +45.3% | +44.1% |
| 3M | +18.2% | -3.8% | +22.1% | +20.2% |
| 6M | -12.5% | +14.3% | -26.8% | -21.5% |
| YTD | -39.2% | +8.2% | -47.4% | -43.4% |
| 1Y | -33.9% | +11.0% | -44.8% | -39.8% |
| 3Y | +933.3% | +152.7% | +780.6% | +420.7% |
| 5Y | +295.9% | +130.8% | +165.0% | +82.5% |
| All | +528.8% | +159.1% | +369.8% | +201.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling