+7,293.4%
JPM vs ALL
+3,667.9%
+3,625.6%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.4% | -0.1% |
| 7D | +0.3% | 0.0% | +0.3% | +0.3% |
| 30D | -0.2% | -1.5% | +1.3% | +0.5% |
| 3M | +15.9% | +23.6% | -7.7% | +0.4% |
| 6M | +20.9% | +22.3% | -1.4% | +5.1% |
| YTD | +12.9% | +26.5% | -13.6% | -4.5% |
| 1Y | +20.3% | +27.0% | -6.7% | +0.9% |
| 3Y | +160.9% | +149.6% | +11.4% | +38.2% |
| 5Y | +154.8% | +118.1% | +36.7% | +41.6% |
| 10Y | +591.1% | +369.0% | +222.1% | +136.0% |
| All | +7,293.4% | +3,667.9% | +3,625.6% | +880.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling