+592.1%
JPM vs ALB
+80.1%
+512.1%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.8% | +3.2% | +0.9% |
| 7D | -0.4% | -8.6% | +8.2% | +1.4% |
| 30D | -1.4% | -4.0% | +2.6% | -0.8% |
| 3M | +13.9% | -17.4% | +31.3% | +17.9% |
| 6M | +23.5% | -25.4% | +48.9% | +29.2% |
| YTD | +11.6% | -10.5% | +22.2% | +10.8% |
| 1Y | +21.4% | +75.8% | -54.5% | +1.8% |
| 3Y | +163.4% | -28.5% | +192.0% | +156.6% |
| 5Y | +152.5% | -45.1% | +197.6% | +148.6% |
| 10Y | +592.1% | +87.3% | +504.8% | +306.0% |
| All | +592.1% | +80.1% | +512.1% | +306.0% |
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