+75.5%
ASML vs JPM
+124.0%
-48.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.8% | +5.9% | +5.5% |
| 7D | -9.0% | -0.8% | -8.3% | -8.6% |
| 30D | -21.0% | +1.5% | -22.5% | -21.7% |
| 3M | -16.3% | -5.7% | -10.6% | -13.6% |
| 6M | -7.5% | +7.2% | -14.8% | -12.2% |
| YTD | +34.0% | +5.8% | +28.2% | +28.0% |
| 1Y | +39.3% | +8.8% | +30.5% | +30.6% |
| 3Y | +128.9% | +147.4% | -18.6% | +16.6% |
| All | +75.5% | +124.0% | -48.5% | -19.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling