+6,953.9%
JPM vs ALB
+2,114.0%
+4,839.9%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.2% | +4.2% | +1.4% |
| 7D | +1.2% | +5.3% | -4.0% | -0.6% |
| 30D | +2.7% | -6.3% | +9.0% | +4.6% |
| 3M | -4.5% | -27.4% | +23.0% | +5.1% |
| 6M | +14.3% | -53.1% | +67.4% | +43.8% |
| YTD | +8.2% | -32.3% | +40.5% | +16.4% |
| 1Y | +10.0% | -7.3% | +17.3% | +5.5% |
| 3Y | +149.0% | -14.9% | +163.9% | +113.0% |
| 5Y | +131.0% | -62.0% | +193.1% | +145.7% |
| 10Y | +479.1% | +33.0% | +446.1% | +216.3% |
| All | +6,953.9% | +2,114.0% | +4,839.9% | +1,419.4% |
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