+6,830.0%
JPM vs ALL
+3,598.8%
+3,231.2%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.5% | +3.6% | +1.9% |
| 7D | -0.8% | -1.9% | +1.2% | +0.4% |
| 30D | +1.5% | +13.8% | -12.3% | -6.5% |
| 3M | -5.7% | -7.0% | +1.3% | -1.9% |
| 6M | +7.2% | +18.0% | -10.8% | -4.9% |
| YTD | +5.8% | +24.2% | -18.4% | -9.9% |
| 1Y | +8.8% | +31.2% | -22.4% | -10.6% |
| 3Y | +147.4% | +107.5% | +39.9% | +47.1% |
| 5Y | +125.3% | +144.8% | -19.5% | +16.0% |
| 10Y | +540.5% | +375.8% | +164.8% | +116.0% |
| All | +6,830.0% | +3,598.8% | +3,231.2% | +825.9% |
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