+465.0%
JPM vs ALB
+32.4%
+432.6%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.4% | +2.4% | +1.3% |
| 7D | +3.5% | -5.8% | +9.3% | +4.7% |
| 30D | +3.3% | -4.5% | +7.8% | +4.1% |
| 3M | -4.2% | -28.1% | +23.9% | +2.0% |
| 6M | +16.4% | -53.2% | +69.6% | +35.0% |
| YTD | +9.5% | -33.3% | +42.8% | +15.2% |
| 1Y | +14.0% | -17.4% | +31.4% | +13.8% |
| 3Y | +153.1% | -14.1% | +167.2% | +128.2% |
| 5Y | +134.9% | -64.0% | +198.9% | +157.3% |
| All | +465.0% | +32.4% | +432.6% | +248.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling