+583.6%
JPM vs ALK
-38.6%
+622.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.1% | +1.7% | -0.4% |
| 7D | -0.4% | +0.1% | -0.5% | -0.5% |
| 30D | -1.1% | -18.5% | +17.3% | +5.6% |
| 3M | +14.1% | -3.6% | +17.7% | +14.0% |
| 6M | +23.3% | -3.7% | +27.0% | +21.3% |
| YTD | +11.3% | -19.0% | +30.3% | +15.5% |
| 1Y | +23.0% | -36.0% | +59.0% | +37.5% |
| 3Y | +162.6% | +2.3% | +160.2% | +131.5% |
| 5Y | +152.8% | -27.8% | +180.5% | +146.5% |
| 10Y | +583.6% | -39.0% | +622.6% | +477.5% |
| All | +583.6% | -38.6% | +622.2% | +477.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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