+11,110.4%
JPM vs AFL
+18,562.2%
-7,451.8%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | 0.0% | +0.4% |
| 7D | -0.7% | -1.6% | +1.0% | +0.2% |
| 30D | -2.5% | -4.0% | +1.6% | -0.3% |
| 3M | +14.1% | -0.5% | +14.7% | +14.2% |
| 6M | +25.1% | +6.5% | +18.6% | +20.3% |
| YTD | +12.1% | +6.2% | +5.9% | +7.9% |
| 1Y | +18.8% | +8.3% | +10.5% | +12.9% |
| 3Y | +163.4% | +62.5% | +100.9% | +97.5% |
| 5Y | +156.5% | +136.2% | +20.4% | +56.6% |
| 10Y | +595.1% | +301.4% | +293.7% | +215.9% |
| All | +11,110.4% | +18,562.2% | -7,451.8% | +1,011.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 AFL 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