+16.1%
JPM vs ALLY
+4.2%
+11.8%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.8% | +0.4% | +2.5% |
| 7D | +3.8% | +2.4% | +1.4% | +2.7% |
| 30D | +6.5% | +5.6% | +0.9% | +3.9% |
| 3M | -1.0% | -11.7% | +10.7% | +4.4% |
| 6M | +15.5% | -7.0% | +22.6% | +18.4% |
| YTD | +11.4% | -10.4% | +21.8% | +16.8% |
| 1Y | +16.1% | +2.4% | +13.7% | +14.5% |
| All | +16.1% | +4.2% | +11.8% | +14.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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