+13,164.2%
GOOG vs JPM
+1,557.0%
+11,607.2%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.3% | -2.4% | -2.2% |
| 7D | -1.6% | -0.4% | -1.1% | -1.4% |
| 30D | -7.7% | -1.4% | -6.2% | -7.2% |
| 3M | -9.3% | +13.9% | -23.2% | -13.5% |
| 6M | +7.4% | +23.5% | -16.1% | -0.4% |
| YTD | +4.9% | +11.6% | -6.8% | +0.4% |
| 1Y | +37.2% | +21.4% | +15.8% | +27.4% |
| 3Y | +141.6% | +163.4% | -21.8% | +69.4% |
| 5Y | +128.8% | +152.5% | -23.8% | +61.0% |
| 10Y | +772.7% | +592.1% | +180.6% | +324.8% |
| All | +13,164.2% | +1,557.0% | +11,607.2% | +3,880.7% |
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