+7,258.9%
JPM vs ALB
+2,835.3%
+4,423.6%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.4% | +3.5% | +0.5% |
| 7D | +0.3% | -8.1% | +8.4% | +3.0% |
| 30D | -0.2% | +6.3% | -6.4% | -2.6% |
| 3M | +15.9% | -23.6% | +39.5% | +25.2% |
| 6M | +20.9% | -24.6% | +45.6% | +29.0% |
| YTD | +12.9% | -10.3% | +23.2% | +11.4% |
| 1Y | +20.3% | +61.5% | -41.2% | -5.6% |
| 3Y | +160.9% | -34.0% | +194.9% | +149.1% |
| 5Y | +154.8% | -44.6% | +199.4% | +137.5% |
| 10Y | +591.1% | +76.1% | +515.0% | +245.2% |
| All | +7,258.9% | +2,835.3% | +4,423.6% | +1,354.0% |
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 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