+16.1%
JPM vs ALAB
+23.1%
-7.0%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -4.4% | +8.6% | +4.3% |
| 7D | +3.8% | -24.9% | +28.7% | +4.6% |
| 30D | +6.5% | -38.4% | +44.8% | +7.8% |
| 3M | -1.0% | -38.3% | +37.2% | +0.1% |
| 6M | +15.5% | +10.9% | +4.6% | +12.3% |
| YTD | +11.4% | +34.2% | -22.8% | +5.3% |
| 1Y | +16.1% | +24.5% | -8.5% | +10.1% |
| All | +16.1% | +23.1% | -7.0% | +10.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALAB.
Daily Out/Under-Performance
Portfolio return minus ALAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALAB 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 1y: compounded portfolio wealth divided by compounded ALAB 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…
1y analysis · Full analysis span regression · 6 months rolling