+862.2%
JPM vs AAOI
+932.9%
-70.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AAOI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.3% | +4.0% | -0.1% |
| 7D | -2.3% | +2.9% | -5.2% | -2.5% |
| 30D | -2.3% | -23.1% | +20.8% | -1.2% |
| 3M | +14.9% | -41.0% | +55.9% | +16.9% |
| 6M | +23.6% | -14.3% | +37.9% | +20.9% |
| YTD | +11.3% | +196.3% | -185.0% | -0.9% |
| 1Y | +19.9% | +272.6% | -252.7% | +4.0% |
| 3Y | +162.6% | +775.3% | -612.8% | +98.1% |
| 5Y | +154.6% | +1,290.2% | -1,135.6% | +71.3% |
| 10Y | +589.9% | +426.2% | +163.7% | +336.6% |
| All | +862.2% | +932.9% | -70.7% | +479.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling