+162.6%
JPM vs AA
+89.1%
+73.4%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.5% | -5.0% | -1.9% |
| 7D | -0.4% | +1.7% | -2.1% | -0.7% |
| 30D | -1.1% | +3.3% | -4.5% | -1.8% |
| 3M | +14.1% | -29.4% | +43.6% | +19.5% |
| 6M | +23.3% | -12.8% | +36.1% | +23.9% |
| YTD | +11.3% | -2.1% | +13.4% | +9.2% |
| 1Y | +23.0% | +62.8% | -39.8% | +10.3% |
| 3Y | +162.6% | +90.5% | +72.1% | +123.7% |
| All | +162.6% | +89.1% | +73.4% | +123.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 AA 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