+500.0%
APP vs JPM
+153.3%
+346.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -0.8% | +10.7% | +10.4% |
| 7D | +71.2% | -0.8% | +72.0% | +70.6% |
| 30D | +39.1% | +1.5% | +37.6% | +36.4% |
| 3M | +16.5% | -5.7% | +22.2% | +19.9% |
| 6M | -16.6% | +7.2% | -23.8% | -21.9% |
| YTD | -41.9% | +5.8% | -47.7% | -45.2% |
| 1Y | -37.0% | +8.8% | -45.8% | -42.0% |
| 3Y | +892.4% | +147.4% | +745.0% | +406.8% |
| 5Y | +297.3% | +125.3% | +172.0% | +85.8% |
| All | +500.0% | +153.3% | +346.7% | +191.4% |
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 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