+1,240.1%
JPM vs A
+543.3%
+696.9%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.5% | +0.4% | +0.8% |
| 7D | +3.5% | -0.5% | +4.0% | +3.7% |
| 30D | +3.3% | 0.0% | +3.3% | +3.2% |
| 3M | -4.2% | +16.7% | -20.9% | -9.9% |
| 6M | +16.4% | +54.8% | -38.4% | -2.4% |
| YTD | +9.5% | +28.8% | -19.3% | -2.2% |
| 1Y | +14.0% | +19.3% | -5.3% | +4.7% |
| 3Y | +153.1% | +65.5% | +87.5% | +100.3% |
| 5Y | +134.9% | +12.1% | +122.8% | +110.2% |
| 10Y | +485.7% | +305.4% | +180.4% | +222.8% |
| All | +1,240.1% | +543.3% | +696.9% | +400.4% |
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