+135.3%
JPM vs ABCL
-26.2%
+161.5%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.1% | +2.1% | +1.1% |
| 7D | +3.5% | -3.3% | +6.8% | +3.7% |
| 30D | +3.3% | -7.1% | +10.4% | +3.6% |
| 3M | -4.2% | +4.7% | -8.9% | -5.2% |
| 6M | +16.4% | +140.9% | -124.5% | +6.0% |
| YTD | +9.5% | +236.0% | -226.5% | -4.1% |
| 1Y | +14.0% | +217.4% | -203.4% | +0.3% |
| 3Y | +153.1% | +188.7% | -35.6% | +113.8% |
| All | +135.3% | -26.2% | +161.5% | +108.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling