+310.9%
JPM vs ALC
+20.4%
+290.5%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.7% |
| 7D | -0.4% | -5.3% | +4.9% | +1.7% |
| 30D | -1.4% | -7.1% | +5.7% | +1.4% |
| 3M | +13.9% | +0.8% | +13.2% | +13.0% |
| 6M | +23.5% | -16.0% | +39.5% | +31.0% |
| YTD | +11.6% | -12.7% | +24.4% | +16.4% |
| 1Y | +21.4% | -12.8% | +34.2% | +26.1% |
| 3Y | +163.4% | -15.8% | +179.3% | +169.7% |
| 5Y | +152.5% | -16.7% | +169.2% | +153.2% |
| All | +310.9% | +20.4% | +290.5% | +210.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded ALC 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling