+154.1%
JPM vs ALHC
-61.8%
+216.0%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.0% | +3.2% | +2.3% |
| 7D | +0.4% | +3.9% | -3.4% | +0.2% |
| 30D | +2.7% | -3.6% | +6.4% | +2.9% |
| 3M | -3.8% | -49.4% | +45.6% | -0.5% |
| 6M | +14.3% | -59.5% | +73.8% | +19.1% |
| YTD | +8.2% | -63.2% | +71.4% | +13.0% |
| 1Y | +11.0% | -55.5% | +66.4% | +14.7% |
| 3Y | +152.7% | +23.0% | +129.6% | +140.9% |
| 5Y | +130.8% | -65.7% | +196.5% | +118.6% |
| All | +154.1% | -61.8% | +216.0% | +137.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 ALHC 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