+6,797.6%
JPM vs ALB
+2,214.8%
+4,582.8%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.7% | -1.1% |
| 7D | -0.8% | +9.1% | -9.8% | -3.6% |
| 30D | +1.5% | -3.4% | +4.9% | +2.4% |
| 3M | -5.7% | -20.6% | +14.9% | +0.7% |
| 6M | +7.2% | -48.2% | +55.4% | +30.5% |
| YTD | +5.8% | -29.2% | +35.0% | +12.3% |
| 1Y | +8.8% | +10.0% | -1.2% | -1.7% |
| 3Y | +147.4% | -12.9% | +160.3% | +110.2% |
| 5Y | +125.3% | -61.3% | +186.6% | +138.6% |
| 10Y | +540.5% | +35.8% | +504.7% | +248.1% |
| All | +6,797.6% | +2,214.8% | +4,582.8% | +1,364.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling