+128.9%
ASML vs JPM
+149.0%
-20.1%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.8% | +5.9% | +5.4% |
| 7D | -9.0% | -0.8% | -8.3% | -8.7% |
| 30D | -21.0% | +1.5% | -22.5% | -21.4% |
| 3M | -16.3% | -5.7% | -10.6% | -14.2% |
| 6M | -7.5% | +7.2% | -14.8% | -11.0% |
| YTD | +34.0% | +5.8% | +28.2% | +29.3% |
| 1Y | +39.3% | +8.8% | +30.5% | +32.6% |
| 3Y | +128.9% | +147.4% | -18.6% | +28.6% |
| All | +128.9% | +149.0% | -20.1% | +28.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling