+13,507.3%
GOOGL vs JPM
+1,575.4%
+11,931.9%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -0.8% |
| 7D | -2.3% | +0.3% | -2.6% | -2.4% |
| 30D | -6.6% | -0.2% | -6.4% | -6.5% |
| 3M | -8.9% | +15.9% | -24.8% | -13.6% |
| 6M | +11.9% | +20.9% | -9.1% | +4.5% |
| YTD | +8.3% | +12.9% | -4.5% | +3.3% |
| 1Y | +46.2% | +20.3% | +25.9% | +36.2% |
| 3Y | +151.9% | +160.9% | -9.1% | +77.2% |
| 5Y | +137.7% | +154.8% | -17.1% | +66.9% |
| 10Y | +757.6% | +591.1% | +166.5% | +317.9% |
| All | +13,507.3% | +1,575.4% | +11,931.9% | +3,971.6% |
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 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