+9.1%
JPM vs ALHC
-54.5%
+63.6%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.5% | +2.3% | 0.0% |
| 7D | +1.6% | -0.8% | +2.4% | +1.7% |
| 30D | +3.4% | -9.6% | +13.1% | +4.1% |
| 3M | -5.7% | -44.5% | +38.9% | -2.4% |
| 6M | +13.5% | -59.2% | +72.7% | +19.5% |
| YTD | +8.4% | -62.0% | +70.5% | +12.8% |
| 1Y | +9.1% | -54.8% | +63.9% | +9.1% |
| All | +9.1% | -54.5% | +63.6% | +9.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling