+481.0%
JPM vs ACWI
+227.3%
+253.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.2% | -0.8% | -0.9% |
| 7D | -2.5% | -0.7% | -1.8% | -1.8% |
| 30D | +2.7% | -2.0% | +4.7% | +5.0% |
| 3M | -4.7% | -2.2% | -2.5% | -2.5% |
| 6M | +15.6% | +1.9% | +13.7% | +12.5% |
| YTD | +8.6% | +12.0% | -3.4% | -5.1% |
| 1Y | +10.9% | +12.5% | -1.6% | -3.6% |
| 3Y | +149.9% | +75.4% | +74.5% | +29.8% |
| 5Y | +131.9% | +61.5% | +70.4% | +32.5% |
| 10Y | +481.0% | +227.1% | +253.9% | +49.2% |
| All | +481.0% | +227.3% | +253.7% | +49.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 ACWI 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