+17.8%
AVGO vs JPM
+21.8%
-4.1%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.2% | +0.4% |
| 7D | -3.0% | +0.3% | -3.2% | -3.0% |
| 30D | -14.4% | -0.2% | -14.3% | -14.4% |
| 3M | -14.4% | +15.9% | -30.3% | -17.5% |
| 6M | +13.1% | +20.9% | -7.8% | +6.6% |
| YTD | +3.8% | +12.9% | -9.1% | -0.5% |
| 1Y | +17.8% | +20.3% | -2.5% | +11.6% |
| All | +17.8% | +21.8% | -4.1% | +11.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling