+1,281.5%
JPM vs A
+457.0%
+824.4%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.6% | -1.5% | -1.2% |
| 7D | +0.3% | -1.9% | +2.2% | +1.0% |
| 30D | -0.2% | +6.9% | -7.1% | -2.8% |
| 3M | +15.9% | +9.2% | +6.6% | +11.6% |
| 6M | +20.9% | +25.7% | -4.7% | +9.6% |
| YTD | +12.9% | +11.5% | +1.3% | +6.6% |
| 1Y | +20.3% | +18.4% | +1.9% | +10.6% |
| 3Y | +160.9% | +26.6% | +134.3% | +128.1% |
| 5Y | +154.8% | -12.8% | +167.6% | +150.5% |
| 10Y | +591.1% | +247.2% | +343.9% | +303.8% |
| All | +1,281.5% | +457.0% | +824.4% | +445.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling