+7,014.4%
JPM vs ALL
+3,705.7%
+3,308.6%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.1% |
| 7D | -2.5% | -2.6% | +0.1% | -1.0% |
| 30D | +2.7% | +12.7% | -10.0% | -4.8% |
| 3M | -4.7% | +0.4% | -5.1% | -5.4% |
| 6M | +15.6% | +23.8% | -8.2% | -0.5% |
| YTD | +8.6% | +27.8% | -19.2% | -9.1% |
| 1Y | +10.9% | +28.9% | -18.0% | -7.8% |
| 3Y | +149.9% | +113.9% | +36.0% | +45.9% |
| 5Y | +131.9% | +157.4% | -25.4% | +15.7% |
| 10Y | +481.0% | +369.0% | +112.0% | +97.6% |
| All | +7,014.4% | +3,705.7% | +3,308.6% | +833.7% |
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