+152.8%
JPM vs AG
+65.4%
+87.4%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.4% | -1.4% |
| 7D | -0.4% | +4.5% | -4.9% | -0.7% |
| 30D | -1.1% | +12.9% | -14.0% | -2.0% |
| 3M | +14.1% | +20.9% | -6.8% | +12.4% |
| 6M | +23.3% | -19.5% | +42.8% | +24.0% |
| YTD | +11.3% | +24.8% | -13.5% | +8.3% |
| 1Y | +23.0% | +120.2% | -97.2% | +15.0% |
| 3Y | +162.6% | +279.0% | -116.5% | +131.3% |
| 5Y | +152.8% | +67.9% | +84.8% | +131.5% |
| All | +152.8% | +65.4% | +87.4% | +131.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling