+16.1%
JPM vs ABCL
+138.2%
-122.2%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.8% | +3.4% | +4.1% |
| 7D | +3.8% | -10.0% | +13.7% | +4.2% |
| 30D | +6.5% | -10.9% | +17.3% | +6.9% |
| 3M | -1.0% | +101.6% | -102.7% | -5.8% |
| 6M | +15.5% | +167.5% | -152.0% | +5.8% |
| YTD | +11.4% | +259.1% | -247.7% | -2.6% |
| 1Y | +16.1% | +152.2% | -136.1% | +6.1% |
| All | +16.1% | +138.2% | -122.2% | +6.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 ABCL 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