+492.5%
JPM vs ACWI
+218.5%
+274.0%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | -0.8% | -2.4% | +1.6% | +1.9% |
| 30D | +1.5% | -5.2% | +6.7% | +7.6% |
| 3M | -5.7% | -4.8% | -0.8% | -0.5% |
| 6M | +7.2% | -1.3% | +8.5% | +8.1% |
| YTD | +5.8% | +8.4% | -2.6% | -4.2% |
| 1Y | +8.8% | +11.0% | -2.3% | -4.1% |
| 3Y | +147.4% | +70.6% | +76.9% | +32.6% |
| 5Y | +125.3% | +55.3% | +70.0% | +34.6% |
| All | +492.5% | +218.5% | +274.0% | +63.3% |
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