+133.9%
ASML vs JPM
+153.2%
-19.3%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.1% | -0.6% |
| 7D | +4.9% | +3.5% | +1.4% | +3.4% |
| 30D | -9.3% | +3.3% | -12.5% | -10.5% |
| 3M | -19.0% | -4.2% | -14.8% | -17.5% |
| 6M | -5.2% | +16.4% | -21.6% | -12.1% |
| YTD | +40.6% | +9.5% | +31.1% | +33.7% |
| 1Y | +47.5% | +14.0% | +33.5% | +37.6% |
| 3Y | +133.9% | +153.1% | -19.2% | +48.4% |
| All | +133.9% | +153.2% | -19.3% | +48.4% |
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