+465.0%
JPM vs AG
+76.0%
+389.0%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.4% | +3.4% | +1.1% |
| 7D | +3.5% | -10.0% | +13.5% | +4.0% |
| 30D | +3.3% | -10.5% | +13.7% | +3.7% |
| 3M | -4.2% | -27.3% | +23.1% | -3.0% |
| 6M | +16.4% | -43.0% | +59.4% | +18.8% |
| YTD | +9.5% | -17.9% | +27.4% | +9.4% |
| 1Y | +14.0% | +11.9% | +2.1% | +12.3% |
| 3Y | +153.1% | +201.8% | -48.7% | +136.0% |
| 5Y | +134.9% | -0.1% | +134.9% | +124.7% |
| All | +465.0% | +76.0% | +389.0% | +433.6% |
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