+21.4%
JPM vs ALAB
+40.9%
-19.5%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.0% | -3.7% | +0.2% |
| 7D | -0.4% | +9.6% | -10.1% | -0.7% |
| 30D | -1.4% | -5.3% | +3.8% | -1.3% |
| 3M | +13.9% | -12.0% | +26.0% | +13.4% |
| 6M | +23.5% | +145.7% | -122.2% | +15.4% |
| YTD | +11.6% | +80.7% | -69.0% | +5.5% |
| 1Y | +21.4% | +40.1% | -18.7% | +15.3% |
| All | +21.4% | +40.9% | -19.5% | +15.3% |
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