+2.8%
AVGO vs JPM
+10.5%
-7.7%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +1.0% | -5.7% | -5.0% |
| 7D | +18.2% | +3.5% | +14.7% | +17.1% |
| 30D | +0.2% | +3.3% | -3.0% | -0.2% |
| 3M | -16.8% | -4.2% | -12.6% | -15.8% |
| 6M | -16.5% | +16.4% | -32.9% | -19.3% |
| YTD | +0.8% | +9.5% | -8.7% | -2.7% |
| 1Y | +2.8% | +14.0% | -11.2% | -1.9% |
| All | +2.8% | +10.5% | -7.7% | -1.9% |
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