+14.0%
JPM vs ALL
+30.2%
-16.2%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.6% | +0.9% |
| 7D | +3.5% | +5.0% | -1.5% | +2.8% |
| 30D | +3.3% | +13.3% | -10.1% | +1.9% |
| 3M | -4.2% | +3.2% | -7.4% | -4.9% |
| 6M | +16.4% | +25.3% | -8.9% | +12.3% |
| YTD | +9.5% | +30.5% | -20.9% | +4.8% |
| 1Y | +14.0% | +29.2% | -15.2% | +9.3% |
| All | +14.0% | +30.2% | -16.2% | +9.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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