+46.1%
GOOGL vs JPM
+21.8%
+24.3%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.2% | -0.9% |
| 7D | -2.3% | +0.3% | -2.6% | -2.4% |
| 30D | -6.6% | -0.2% | -6.4% | -6.6% |
| 3M | -9.0% | +15.9% | -24.9% | -13.0% |
| 6M | +11.8% | +20.9% | -9.1% | +5.1% |
| YTD | +8.3% | +12.9% | -4.6% | +3.0% |
| 1Y | +46.1% | +20.3% | +25.8% | +34.8% |
| All | +46.1% | +21.8% | +24.3% | +34.8% |
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