+506.6%
APP vs JPM
+159.1%
+347.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | 0.0% | -3.5% | -3.5% |
| 7D | +61.1% | +1.2% | +59.9% | +58.6% |
| 30D | +42.8% | +2.7% | +40.0% | +39.0% |
| 3M | +16.7% | -4.5% | +21.1% | +19.2% |
| 6M | -15.6% | +14.3% | -29.9% | -24.3% |
| YTD | -41.3% | +8.2% | -49.5% | -45.4% |
| 1Y | -39.3% | +10.0% | -49.3% | -44.4% |
| 3Y | +803.2% | +149.0% | +654.2% | +359.6% |
| 5Y | +313.2% | +131.0% | +182.1% | +90.5% |
| All | +506.6% | +159.1% | +347.5% | +190.4% |
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 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