+114.0%
JPM vs AHR
+356.1%
-242.1%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.6% | +0.9% |
| 7D | -0.7% | -2.1% | +1.4% | -0.4% |
| 30D | -2.5% | +1.9% | -4.3% | -2.7% |
| 3M | +14.1% | +15.7% | -1.5% | +11.4% |
| 6M | +25.1% | +2.5% | +22.6% | +24.2% |
| YTD | +12.1% | +15.0% | -2.9% | +9.2% |
| 1Y | +18.8% | +28.1% | -9.3% | +13.2% |
| All | +114.0% | +356.1% | -242.1% | +82.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AHR.
Daily Out/Under-Performance
Portfolio return minus AHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AHR 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 3y: compounded portfolio wealth divided by compounded AHR 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…
3y analysis · Full analysis span regression · 6 months rolling