+92.5%
JPM vs ALAB
+490.6%
-398.0%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +9.8% | -10.7% | -1.4% |
| 7D | +0.3% | +7.2% | -6.9% | -0.1% |
| 30D | -0.2% | -2.5% | +2.4% | -0.1% |
| 3M | +15.9% | -13.3% | +29.2% | +15.7% |
| 6M | +20.9% | +172.8% | -151.9% | +11.5% |
| YTD | +12.9% | +86.6% | -73.7% | +6.1% |
| 1Y | +20.3% | +65.2% | -44.8% | +13.0% |
| All | +92.5% | +490.6% | -398.0% | +64.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling