+1,184.0%
JPM vs ACWI
+341.7%
+842.3%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | +0.6% |
| 7D | +1.6% | +2.7% | -1.1% | -1.8% |
| 30D | +3.4% | -2.6% | +6.0% | +6.9% |
| 3M | -5.7% | -3.2% | -2.5% | -1.9% |
| 6M | +13.5% | +1.9% | +11.6% | +9.9% |
| YTD | +8.4% | +11.3% | -2.9% | -6.8% |
| 1Y | +9.1% | +11.7% | -2.6% | -6.6% |
| 3Y | +149.5% | +74.4% | +75.1% | +17.8% |
| 5Y | +132.6% | +59.5% | +73.1% | +21.8% |
| 10Y | +480.0% | +225.2% | +254.8% | +14.9% |
| All | +1,184.0% | +341.7% | +842.3% | +101.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling