+592.1%
JPM vs AG
+64.8%
+527.3%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.1% | -1.7% | +0.2% |
| 7D | -0.4% | -0.1% | -0.3% | -0.4% |
| 30D | -1.4% | +12.5% | -13.9% | -2.0% |
| 3M | +13.9% | +28.2% | -14.2% | +12.4% |
| 6M | +23.5% | -18.8% | +42.4% | +24.0% |
| YTD | +11.6% | +27.4% | -15.7% | +9.5% |
| 1Y | +21.4% | +132.2% | -110.8% | +15.7% |
| 3Y | +163.4% | +286.9% | -123.4% | +142.4% |
| 5Y | +152.5% | +72.8% | +79.7% | +136.4% |
| 10Y | +592.1% | +74.6% | +517.5% | +539.1% |
| All | +592.1% | +64.8% | +527.3% | +539.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 AG 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