+1,131.2%
JPM vs AG
+312.9%
+818.3%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +4.7% | -2.4% | +1.9% |
| 7D | +0.4% | +10.8% | -10.4% | -0.3% |
| 30D | +2.7% | -8.2% | +10.9% | +3.3% |
| 3M | -3.8% | -13.7% | +9.8% | -3.1% |
| 6M | +14.3% | -27.3% | +41.6% | +16.1% |
| YTD | +8.2% | -4.6% | +12.8% | +6.8% |
| 1Y | +11.0% | +39.4% | -28.4% | +6.2% |
| 3Y | +152.7% | +244.1% | -91.5% | +119.7% |
| 5Y | +130.8% | +16.8% | +114.0% | +112.9% |
| 10Y | +506.0% | +71.7% | +434.3% | +402.9% |
| All | +1,131.2% | +312.9% | +818.3% | +507.7% |
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