+23.0%
JPM vs ALLE
-8.3%
+31.3%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -1.3% |
| 7D | -0.4% | +2.8% | -3.2% | -0.9% |
| 30D | -1.1% | -7.6% | +6.5% | +0.4% |
| 3M | +14.1% | +22.8% | -8.6% | +8.7% |
| 6M | +23.3% | +4.6% | +18.7% | +22.0% |
| YTD | +11.3% | -1.2% | +12.5% | +9.0% |
| 1Y | +23.0% | -9.1% | +32.1% | +21.9% |
| All | +23.0% | -8.3% | +31.3% | +21.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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