+232.0%
JPM vs ABCL
-79.6%
+311.6%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | 0.0% |
| 7D | +1.2% | +2.3% | -1.1% | +1.1% |
| 30D | +2.7% | -0.7% | +3.4% | +2.6% |
| 3M | -4.5% | +33.4% | -37.9% | -6.5% |
| 6M | +14.3% | +137.8% | -123.5% | +6.8% |
| YTD | +8.2% | +264.3% | -256.1% | -2.2% |
| 1Y | +10.0% | +209.2% | -199.2% | +0.4% |
| 3Y | +149.0% | +208.4% | -59.5% | +120.2% |
| 5Y | +131.0% | -11.9% | +142.9% | +110.2% |
| All | +232.0% | -79.6% | +311.6% | +197.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling