+802.0%
JPM vs ALLE
+260.9%
+541.1%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.0% | -1.9% | -1.5% |
| 7D | +0.3% | -0.2% | +0.5% | +0.4% |
| 30D | -0.2% | -6.8% | +6.6% | +3.4% |
| 3M | +15.9% | +21.0% | -5.2% | +3.8% |
| 6M | +20.9% | +1.1% | +19.8% | +18.8% |
| YTD | +12.9% | -0.5% | +13.4% | +11.1% |
| 1Y | +20.3% | -7.3% | +27.6% | +22.6% |
| 3Y | +160.9% | +42.3% | +118.7% | +104.1% |
| 5Y | +154.8% | +13.5% | +141.4% | +121.5% |
| 10Y | +591.1% | +144.0% | +447.1% | +288.6% |
| All | +802.0% | +260.9% | +541.1% | +335.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling