+10,760.3%
JPM vs AA
+225.4%
+10,534.9%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.7% | -2.3% | -0.5% |
| 7D | -2.5% | +1.1% | -3.6% | -2.9% |
| 30D | +2.7% | -1.3% | +4.0% | +2.9% |
| 3M | -4.7% | -23.9% | +19.2% | +3.4% |
| 6M | +15.6% | -36.8% | +52.4% | +31.0% |
| YTD | +8.6% | -22.2% | +30.8% | +12.3% |
| 1Y | +10.9% | +10.4% | +0.5% | +1.4% |
| 3Y | +149.9% | +72.0% | +77.9% | +78.4% |
| 5Y | +131.9% | -15.6% | +147.6% | +88.1% |
| 10Y | +481.0% | +47.8% | +433.2% | +195.1% |
| All | +10,760.3% | +225.4% | +10,534.9% | +2,670.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling