+155.3%
JPM vs ALK
-25.3%
+180.5%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.5% | -2.5% | -1.3% |
| 7D | +0.3% | -0.7% | +0.9% | +0.4% |
| 30D | -0.2% | -19.2% | +19.1% | +5.3% |
| 3M | +15.9% | -1.5% | +17.4% | +15.2% |
| 6M | +20.9% | -13.1% | +34.0% | +22.9% |
| YTD | +12.9% | -16.4% | +29.3% | +15.6% |
| 1Y | +20.3% | -33.1% | +53.4% | +30.3% |
| 3Y | +160.9% | +0.6% | +160.3% | +139.2% |
| All | +155.3% | -25.3% | +180.5% | +154.2% |
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