+465.0%
JPM vs ALK
-45.9%
+510.9%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.5% | +2.4% | +1.5% |
| 7D | +3.5% | -1.2% | +4.7% | +3.8% |
| 30D | +3.3% | +7.7% | -4.4% | +0.4% |
| 3M | -4.2% | -19.0% | +14.8% | +2.0% |
| 6M | +16.4% | -0.2% | +16.6% | +13.6% |
| YTD | +9.5% | -23.5% | +33.0% | +15.1% |
| 1Y | +14.0% | -9.1% | +23.1% | +12.3% |
| 3Y | +153.1% | +12.0% | +141.1% | +113.9% |
| 5Y | +134.9% | -30.9% | +165.7% | +131.7% |
| All | +465.0% | -45.9% | +510.9% | +413.6% |
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