+124.0%
JPM vs ALHC
-64.2%
+188.2%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.9% | +2.1% | -0.6% |
| 7D | -0.8% | +1.0% | -1.7% | -0.8% |
| 30D | +1.5% | -14.2% | +15.6% | +2.4% |
| 3M | -5.7% | -45.1% | +39.5% | -2.4% |
| 6M | +7.2% | -59.5% | +66.8% | +12.4% |
| YTD | +5.8% | -62.8% | +68.6% | +11.2% |
| 1Y | +8.8% | -55.5% | +64.3% | +12.9% |
| 3Y | +147.4% | +25.7% | +121.7% | +131.8% |
| All | +124.0% | -64.2% | +188.2% | +108.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling