+241.4%
JPM vs ABCL
-81.2%
+322.7%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.5% | -1.4% |
| 7D | -0.4% | +1.4% | -1.8% | -0.5% |
| 30D | -1.1% | +65.1% | -66.2% | -4.5% |
| 3M | +14.1% | +111.1% | -96.9% | +8.1% |
| 6M | +23.3% | +231.6% | -208.3% | +12.9% |
| YTD | +11.3% | +234.5% | -223.2% | +1.4% |
| 1Y | +23.0% | +174.3% | -151.3% | +12.9% |
| 3Y | +162.6% | +111.5% | +51.1% | +136.9% |
| 5Y | +152.8% | -37.3% | +190.0% | +131.4% |
| All | +241.4% | -81.2% | +322.7% | +208.4% |
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