+20.3%
JPM vs AAOI
+352.1%
-331.8%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AAOI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +5.1% | -6.1% | -1.0% |
| 7D | +0.3% | -0.7% | +0.9% | +0.3% |
| 30D | -0.2% | -17.9% | +17.7% | +0.1% |
| 3M | +15.9% | -48.0% | +63.9% | +16.3% |
| 6M | +20.9% | +5.8% | +15.1% | +19.2% |
| YTD | +12.9% | +202.7% | -189.8% | +6.6% |
| 1Y | +20.3% | +352.5% | -332.2% | +12.3% |
| All | +20.3% | +352.1% | -331.8% | +12.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AAOI.
Daily Out/Under-Performance
Portfolio return minus AAOI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AAOI 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 1y: compounded portfolio wealth divided by compounded AAOI 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…
1y analysis · Full analysis span regression · 6 months rolling