+479.1%
JPM vs ALK
-39.7%
+518.8%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.1% |
| 7D | +1.2% | +12.9% | -11.7% | -2.9% |
| 30D | +2.7% | +5.5% | -2.8% | +0.5% |
| 3M | -4.5% | -12.1% | +7.7% | -1.0% |
| 6M | +14.3% | +1.7% | +12.6% | +10.9% |
| YTD | +8.2% | -17.4% | +25.6% | +11.0% |
| 1Y | +10.0% | -1.9% | +12.0% | +5.8% |
| 3Y | +149.0% | +21.2% | +127.7% | +105.0% |
| 5Y | +131.0% | -27.8% | +158.8% | +125.3% |
| 10Y | +479.1% | -41.0% | +520.1% | +405.3% |
| All | +479.1% | -39.7% | +518.8% | +405.3% |
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