+152.7%
JPM vs AG
+232.7%
-80.0%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +4.7% | -2.4% | +2.0% |
| 7D | +0.4% | +10.8% | -10.4% | -0.2% |
| 30D | +2.7% | -8.2% | +10.9% | +3.1% |
| 3M | -3.8% | -13.7% | +9.8% | -3.3% |
| 6M | +14.3% | -27.3% | +41.6% | +15.6% |
| YTD | +8.2% | -4.6% | +12.8% | +7.0% |
| 1Y | +11.0% | +39.4% | -28.4% | +7.4% |
| 3Y | +152.7% | +244.1% | -91.5% | +129.5% |
| All | +152.7% | +232.7% | -80.0% | +129.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling