+132.6%
JPM vs ALC
-9.8%
+142.4%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | +0.1% |
| 7D | +1.6% | -6.2% | +7.8% | +3.5% |
| 30D | +3.4% | +14.0% | -10.6% | -0.4% |
| 3M | -5.7% | -2.4% | -3.3% | -5.1% |
| 6M | +13.5% | +12.6% | +0.9% | +9.0% |
| YTD | +8.4% | -8.4% | +16.9% | +10.3% |
| 1Y | +9.1% | -9.1% | +18.2% | +11.1% |
| 3Y | +149.5% | -0.3% | +149.8% | +139.5% |
| 5Y | +132.6% | -9.9% | +142.5% | +120.9% |
| All | +132.6% | -9.8% | +142.4% | +120.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling