+10.0%
JPM vs ABCL
+198.8%
-188.8%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +5.5% |
| YTD | +8.2% | +264.3% | -256.1% | -7.0% |
| 1Y | +10.0% | +209.2% | -199.2% | -2.3% |
| All | +10.0% | +198.8% | -188.8% | -2.3% |
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