+150.6%
JPM vs A
+63.6%
+87.0%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.2% | +2.1% | +0.3% |
| 7D | +1.6% | +0.7% | +0.9% | +1.5% |
| 30D | +3.4% | +0.8% | +2.6% | +3.3% |
| 3M | -5.7% | +16.9% | -22.5% | -8.9% |
| 6M | +13.5% | +53.8% | -40.3% | +2.2% |
| YTD | +8.4% | +28.1% | -19.7% | +2.2% |
| 1Y | +9.1% | +15.0% | -6.0% | +5.7% |
| All | +150.6% | +63.6% | +87.0% | +128.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling