+298.1%
APP vs JPM
+134.4%
+163.7%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +1.0% | +2.9% | +3.2% |
| 7D | +4.6% | +3.5% | +1.1% | +2.1% |
| 30D | +56.0% | +3.3% | +52.8% | +51.2% |
| 3M | +30.8% | -4.2% | +35.0% | +33.8% |
| 6M | -9.8% | +16.4% | -26.2% | -21.1% |
| YTD | -39.3% | +9.5% | -48.8% | -44.4% |
| 1Y | -26.4% | +14.0% | -40.5% | -35.1% |
| 3Y | +887.9% | +153.1% | +734.9% | +348.9% |
| All | +298.1% | +134.4% | +163.7% | +69.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling