+89.8%
JPM vs ALAB
+441.3%
-351.6%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.3% | +5.0% | -0.1% |
| 7D | -2.3% | +0.6% | -3.0% | -2.4% |
| 30D | -2.3% | -8.8% | +6.5% | -2.0% |
| 3M | +14.9% | -14.0% | +28.9% | +14.7% |
| 6M | +23.6% | +144.3% | -120.6% | +14.7% |
| YTD | +11.3% | +71.0% | -59.7% | +5.0% |
| 1Y | +19.9% | +23.5% | -3.6% | +14.7% |
| All | +89.8% | +441.3% | -351.6% | +62.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling