+1,184.4%
JPM vs AG
+445.6%
+738.7%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.0% | +1.0% | -0.8% |
| 7D | +0.3% | +1.0% | -0.7% | +0.2% |
| 30D | -0.2% | +19.2% | -19.3% | -1.6% |
| 3M | +15.9% | +6.2% | +9.7% | +14.8% |
| 6M | +20.9% | -26.7% | +47.6% | +22.7% |
| YTD | +12.9% | +26.1% | -13.2% | +9.3% |
| 1Y | +20.3% | +131.7% | -111.4% | +10.7% |
| 3Y | +160.9% | +255.3% | -94.4% | +126.3% |
| 5Y | +154.8% | +61.9% | +92.9% | +129.6% |
| 10Y | +591.1% | +72.0% | +519.1% | +475.6% |
| All | +1,184.4% | +445.6% | +738.7% | +522.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling