+8.8%
JPM vs ABCL
+152.2%
-143.5%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +6.7% | -7.6% | -1.1% |
| 7D | -0.8% | -3.2% | +2.4% | -0.6% |
| 30D | +1.5% | -7.4% | +8.9% | +1.7% |
| 3M | -5.7% | +81.9% | -87.6% | -9.7% |
| 6M | +7.2% | +135.7% | -128.5% | -0.9% |
| YTD | +5.8% | +247.4% | -241.6% | -7.7% |
| 1Y | +8.8% | +162.3% | -153.5% | -1.3% |
| All | +8.8% | +152.2% | -143.5% | -1.3% |
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