+124.0%
JPM vs ALK
-34.8%
+158.7%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.5% | -1.0% |
| 7D | -0.8% | +9.0% | -9.8% | -3.0% |
| 30D | +1.5% | -1.6% | +3.1% | +1.7% |
| 3M | -5.7% | -23.2% | +17.5% | +0.4% |
| 6M | +7.2% | -3.9% | +11.1% | +6.4% |
| YTD | +5.8% | -22.6% | +28.4% | +10.1% |
| 1Y | +8.8% | -5.3% | +14.1% | +6.6% |
| 3Y | +147.4% | +18.6% | +128.8% | +111.7% |
| All | +124.0% | -34.8% | +158.7% | +130.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling