+154.6%
JPM vs AGI
+389.6%
-235.0%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.3% | +3.0% | -0.1% |
| 7D | -2.3% | -5.3% | +2.9% | -2.0% |
| 30D | -2.3% | +6.8% | -9.1% | -2.8% |
| 3M | +14.9% | +8.3% | +6.6% | +13.9% |
| 6M | +23.6% | -29.2% | +52.9% | +25.9% |
| YTD | +11.3% | -7.3% | +18.5% | +10.8% |
| 1Y | +19.9% | +8.0% | +11.9% | +17.9% |
| 3Y | +162.6% | +206.6% | -44.0% | +133.6% |
| 5Y | +154.6% | +398.1% | -243.5% | +114.5% |
| All | +154.6% | +389.6% | -235.0% | +114.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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