+459.5%
JPM vs A
+300.7%
+158.8%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.2% | +2.1% | +0.7% |
| 7D | +1.6% | +0.7% | +0.9% | +1.3% |
| 30D | +3.4% | +0.8% | +2.6% | +3.0% |
| 3M | -5.7% | +16.9% | -22.5% | -11.9% |
| 6M | +13.5% | +53.8% | -40.3% | -6.7% |
| YTD | +8.4% | +28.1% | -19.7% | -4.1% |
| 1Y | +9.1% | +15.0% | -6.0% | +1.1% |
| 3Y | +149.5% | +63.1% | +86.4% | +88.2% |
| 5Y | +132.6% | +11.5% | +121.1% | +106.4% |
| All | +459.5% | +300.7% | +158.8% | +160.0% |
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