+299.8%
JPM vs ALC
+27.5%
+272.3%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.2% | +2.5% | +1.2% |
| 7D | -2.5% | -6.3% | +3.8% | 0.0% |
| 30D | +2.7% | +12.6% | -9.9% | -2.0% |
| 3M | -4.7% | -3.8% | -0.8% | -3.5% |
| 6M | +15.6% | +16.8% | -1.3% | +7.8% |
| YTD | +8.6% | -7.6% | +16.2% | +10.5% |
| 1Y | +10.9% | -5.9% | +16.8% | +11.8% |
| 3Y | +149.9% | +0.6% | +149.3% | +135.6% |
| 5Y | +131.9% | -9.5% | +141.4% | +124.7% |
| All | +299.8% | +27.5% | +272.3% | +194.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling