+86.4%
ASML vs JPM
+131.4%
-45.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +2.3% | +3.9% | +4.8% |
| 7D | -0.8% | +0.4% | -1.3% | -1.1% |
| 30D | -14.9% | +2.7% | -17.6% | -16.3% |
| 3M | -13.0% | -3.8% | -9.1% | -11.1% |
| 6M | -4.7% | +14.3% | -19.0% | -13.0% |
| YTD | +42.3% | +8.2% | +34.1% | +34.2% |
| 1Y | +49.7% | +11.0% | +38.7% | +38.7% |
| 3Y | +144.3% | +152.7% | -8.4% | +23.0% |
| 5Y | +86.4% | +130.8% | -44.5% | -15.6% |
| All | +86.4% | +131.4% | -45.1% | -15.6% |
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 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