+77,094.7%
ASML vs JPM
+6,252.0%
+70,842.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -4.2% | -5.1% | -7.2% |
| 7D | -19.0% | -1.8% | -17.2% | -18.3% |
| 30D | -25.9% | +1.8% | -27.8% | -26.7% |
| 3M | -19.1% | -5.6% | -13.4% | -16.8% |
| 6M | -5.7% | +10.1% | -15.8% | -10.8% |
| YTD | +27.6% | +6.7% | +20.9% | +22.6% |
| 1Y | +30.8% | +10.3% | +20.5% | +23.4% |
| 3Y | +116.2% | +151.4% | -35.2% | +31.0% |
| 5Y | +67.7% | +127.3% | -59.6% | +6.8% |
| 10Y | +1,355.3% | +546.0% | +809.3% | +415.4% |
| All | +77,094.7% | +6,252.0% | +70,842.7% | +9,939.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling