+585.7%
JPM vs A
+247.2%
+338.5%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | +0.1% |
| 7D | -2.3% | -4.6% | +2.2% | -0.5% |
| 30D | -2.3% | -4.3% | +1.9% | -0.9% |
| 3M | +14.9% | +8.9% | +5.9% | +10.2% |
| 6M | +23.6% | +24.5% | -0.9% | +10.8% |
| YTD | +11.3% | +5.8% | +5.5% | +6.7% |
| 1Y | +19.9% | +16.2% | +3.7% | +9.6% |
| 3Y | +162.6% | +28.5% | +134.1% | +119.5% |
| 5Y | +154.6% | -16.3% | +171.0% | +157.9% |
| All | +585.7% | +247.2% | +338.5% | +237.3% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 10y: compounded portfolio wealth divided by compounded A 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…
10y analysis · Full analysis span regression · 6 months rolling