+1,557.1%
ASML vs JPM
+481.5%
+1,075.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.1% | -0.7% |
| 7D | +4.9% | +3.5% | +1.4% | +3.0% |
| 30D | -9.3% | +3.3% | -12.5% | -10.8% |
| 3M | -19.0% | -4.2% | -14.8% | -17.2% |
| 6M | -5.2% | +16.4% | -21.6% | -13.4% |
| YTD | +40.6% | +9.5% | +31.1% | +32.7% |
| 1Y | +47.5% | +14.0% | +33.5% | +36.0% |
| 3Y | +133.9% | +153.1% | -19.2% | +34.5% |
| 5Y | +83.8% | +134.9% | -51.1% | +8.0% |
| All | +1,557.1% | +481.5% | +1,075.6% | +581.7% |
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 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