+163.4%
JPM vs ALB
-33.7%
+197.1%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.4% | +4.2% | +1.1% |
| 7D | -0.7% | -6.6% | +6.0% | -0.1% |
| 30D | -2.5% | -8.1% | +5.7% | -1.8% |
| 3M | +14.1% | -25.7% | +39.8% | +17.0% |
| 6M | +25.1% | -29.5% | +54.6% | +28.3% |
| YTD | +12.1% | -16.2% | +28.3% | +12.4% |
| 1Y | +18.8% | +59.2% | -40.4% | +10.6% |
| 3Y | +163.4% | -33.7% | +197.2% | +160.2% |
| All | +163.4% | -33.7% | +197.1% | +160.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling