+47.5%
ASML vs JPM
+10.5%
+37.0%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.1% | -0.6% |
| 7D | +4.9% | +3.5% | +1.4% | +3.2% |
| 30D | -9.3% | +3.3% | -12.5% | -10.4% |
| 3M | -19.0% | -4.2% | -14.8% | -17.0% |
| 6M | -5.2% | +16.4% | -21.6% | -14.0% |
| YTD | +40.6% | +9.5% | +31.1% | +30.4% |
| 1Y | +47.5% | +14.0% | +33.5% | +34.0% |
| All | +47.5% | +10.5% | +37.0% | +34.0% |
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