-43.0%
APP vs JPM
+22.2%
-65.1%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.4% | -1.2% | -2.0% |
| 7D | +0.1% | -0.4% | +0.5% | +0.3% |
| 30D | -10.0% | -1.1% | -8.9% | -9.7% |
| 3M | -44.6% | +14.1% | -58.8% | -48.1% |
| 6M | -37.9% | +23.3% | -61.2% | -45.1% |
| YTD | -53.7% | +11.3% | -65.0% | -56.9% |
| 1Y | -43.0% | +23.0% | -66.0% | -51.8% |
| All | -43.0% | +22.2% | -65.1% | -51.8% |
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 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