+1,644.6%
ASML vs JPM
+591.0%
+1,053.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.9% | +5.1% | +4.7% |
| 7D | +1.1% | +0.3% | +0.8% | +0.9% |
| 30D | +2.2% | -0.2% | +2.4% | +2.2% |
| 3M | -2.3% | +15.9% | -18.2% | -10.3% |
| 6M | +23.0% | +20.9% | +2.0% | +10.5% |
| YTD | +61.1% | +12.9% | +48.2% | +49.8% |
| 1Y | +129.1% | +20.3% | +108.8% | +105.3% |
| 3Y | +165.4% | +160.9% | +4.4% | +51.3% |
| 5Y | +109.5% | +154.8% | -45.4% | +18.5% |
| All | +1,644.6% | +591.0% | +1,053.6% | +560.0% |
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