+391.7%
APP vs JPM
+170.3%
+221.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.9% | +3.2% | +2.9% |
| 7D | +0.9% | +0.3% | +0.6% | +0.6% |
| 30D | -23.3% | -0.2% | -23.1% | -23.2% |
| 3M | -42.6% | +15.9% | -58.5% | -48.4% |
| 6M | -33.6% | +20.9% | -54.6% | -42.6% |
| YTD | -52.4% | +12.9% | -65.3% | -56.7% |
| 1Y | -35.9% | +20.3% | -56.2% | -44.5% |
| 3Y | +642.2% | +160.9% | +481.3% | +268.6% |
| 5Y | +311.1% | +154.8% | +156.2% | +86.3% |
| All | +391.7% | +170.3% | +221.4% | +130.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling