+147.4%
JPM vs ALLE
+88.9%
+58.5%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.6% |
| 7D | -0.8% | -0.6% | -0.2% | -0.6% |
| 30D | +1.5% | +25.3% | -23.8% | -4.4% |
| 3M | -5.7% | +10.3% | -15.9% | -8.1% |
| 6M | +7.2% | +38.0% | -30.8% | -2.5% |
| YTD | +5.8% | +17.8% | -12.0% | +0.4% |
| 1Y | +8.8% | +13.6% | -4.8% | +4.5% |
| 3Y | +147.4% | +89.2% | +58.2% | +102.2% |
| All | +147.4% | +88.9% | +58.5% | +102.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling