+45.2%
ASML vs JPM
+10.5%
+34.7%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.2% | -2.3% | -2.3% |
| 7D | +10.4% | +1.6% | +8.7% | +9.5% |
| 30D | -12.7% | +3.4% | -16.2% | -13.9% |
| 3M | -17.2% | -5.7% | -11.5% | -14.5% |
| 6M | -1.3% | +13.5% | -14.8% | -9.2% |
| YTD | +40.8% | +8.4% | +32.4% | +31.4% |
| 1Y | +45.2% | +9.1% | +36.2% | +35.0% |
| All | +45.2% | +10.5% | +34.7% | +35.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling