+20.3%
JPM vs ALB
+60.9%
-40.6%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.4% | +3.5% | -0.7% |
| 7D | +0.3% | -8.1% | +8.4% | +0.7% |
| 30D | -0.2% | +6.3% | -6.4% | -0.6% |
| 3M | +15.9% | -23.6% | +39.5% | +17.2% |
| 6M | +20.9% | -24.6% | +45.6% | +22.1% |
| YTD | +12.9% | -10.3% | +23.2% | +12.4% |
| 1Y | +20.3% | +61.5% | -41.2% | +18.3% |
| All | +20.3% | +60.9% | -40.6% | +18.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 ALB 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