+10.0%
JPM vs ALAB
+25.0%
-14.9%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | 0.0% |
| 7D | +1.2% | -7.5% | +8.7% | +1.3% |
| 30D | +2.7% | -36.8% | +39.6% | +3.9% |
| 3M | -4.5% | -31.9% | +27.4% | -3.7% |
| 6M | +14.3% | +8.2% | +6.1% | +10.9% |
| YTD | +8.2% | +29.9% | -21.7% | +2.0% |
| 1Y | +10.0% | +24.4% | -14.4% | +3.6% |
| All | +10.0% | +25.0% | -14.9% | +3.6% |
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