+309.5%
JPM vs ALC
+21.6%
+287.9%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.0% | +0.5% | -0.7% |
| 7D | -0.4% | -3.7% | +3.3% | +1.0% |
| 30D | -1.1% | -3.7% | +2.6% | +0.3% |
| 3M | +14.1% | +4.6% | +9.6% | +11.6% |
| 6M | +23.3% | -14.6% | +37.9% | +29.9% |
| YTD | +11.3% | -11.9% | +23.1% | +15.5% |
| 1Y | +23.0% | -13.1% | +36.1% | +28.0% |
| 3Y | +162.6% | -15.0% | +177.6% | +167.7% |
| 5Y | +152.8% | -16.2% | +168.9% | +153.1% |
| All | +309.5% | +21.6% | +287.9% | +208.3% |
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