+2,118.7%
JPM vs AGI
+5,381.0%
-3,262.2%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.4% | 0.0% | -1.4% |
| 7D | -0.4% | +4.4% | -4.8% | -0.5% |
| 30D | -1.1% | +10.0% | -11.1% | -1.4% |
| 3M | +14.1% | +1.7% | +12.4% | +14.0% |
| 6M | +23.3% | -26.8% | +50.1% | +23.9% |
| YTD | +11.3% | -5.3% | +16.6% | +11.1% |
| 1Y | +23.0% | +11.5% | +11.5% | +22.4% |
| 3Y | +162.6% | +212.9% | -50.4% | +155.0% |
| 5Y | +152.8% | +388.8% | -236.0% | +142.8% |
| 10Y | +583.6% | +383.6% | +200.1% | +549.9% |
| All | +2,118.7% | +5,381.0% | -3,262.2% | +2,036.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling