+152.8%
JPM vs ALHC
-30.5%
+183.2%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | -1.4% |
| 7D | -0.4% | -1.0% | +0.6% | -0.3% |
| 30D | -1.1% | -6.3% | +5.2% | -0.7% |
| 3M | +14.1% | -12.3% | +26.5% | +14.4% |
| 6M | +23.3% | -27.0% | +50.3% | +24.7% |
| YTD | +11.3% | -31.8% | +43.1% | +12.9% |
| 1Y | +23.0% | -17.0% | +40.0% | +23.2% |
| 3Y | +162.6% | +159.8% | +2.7% | +135.9% |
| 5Y | +152.8% | -25.1% | +177.9% | +129.4% |
| All | +152.8% | -30.5% | +183.2% | +129.4% |
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