+14.0%
JPM vs ALK
-10.2%
+24.2%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.5% | +2.4% | +1.3% |
| 7D | +3.5% | -1.2% | +4.7% | +3.7% |
| 30D | +3.3% | +7.7% | -4.4% | +1.7% |
| 3M | -4.2% | -19.0% | +14.8% | -0.8% |
| 6M | +16.4% | -0.2% | +16.6% | +14.3% |
| YTD | +9.5% | -23.5% | +33.0% | +14.3% |
| 1Y | +14.0% | -9.1% | +23.1% | +13.3% |
| All | +14.0% | -10.2% | +24.2% | +13.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling