+1,395.4%
ASML vs JPM
+528.3%
+867.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.8% | +5.9% | +5.5% |
| 7D | -9.0% | -0.8% | -8.3% | -8.7% |
| 30D | -21.0% | +1.5% | -22.5% | -21.6% |
| 3M | -16.3% | -5.7% | -10.6% | -13.9% |
| 6M | -7.5% | +7.2% | -14.8% | -11.6% |
| YTD | +34.0% | +5.8% | +28.2% | +28.9% |
| 1Y | +39.3% | +8.8% | +30.5% | +31.8% |
| 3Y | +128.9% | +147.4% | -18.6% | +34.3% |
| 5Y | +76.1% | +125.3% | -49.3% | +6.5% |
| All | +1,395.4% | +528.3% | +867.1% | +595.2% |
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