+583.6%
JPM vs ALLY
+178.4%
+405.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.3% | +1.9% | +0.1% |
| 7D | -0.4% | +1.0% | -1.4% | -0.9% |
| 30D | -1.1% | -3.3% | +2.2% | +0.3% |
| 3M | +14.1% | +0.5% | +13.7% | +13.5% |
| 6M | +23.3% | +12.6% | +10.7% | +15.8% |
| YTD | +11.3% | -4.7% | +16.0% | +12.8% |
| 1Y | +23.0% | +5.2% | +17.8% | +18.4% |
| 3Y | +162.6% | +66.5% | +96.1% | +95.0% |
| 5Y | +152.8% | +0.2% | +152.5% | +128.5% |
| 10Y | +583.6% | +180.8% | +402.9% | +224.6% |
| All | +583.6% | +178.4% | +405.2% | +224.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling