+506.0%
JPM vs ALLY
+201.0%
+305.0%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.9% | +1.3% | +1.8% |
| 7D | +0.4% | -0.2% | +0.6% | +0.6% |
| 30D | +2.7% | +3.4% | -0.7% | +1.1% |
| 3M | -3.8% | -11.1% | +7.2% | +1.4% |
| 6M | +14.3% | -11.5% | +25.8% | +20.4% |
| YTD | +8.2% | -12.3% | +20.5% | +14.0% |
| 1Y | +11.0% | +1.1% | +9.9% | +9.3% |
| 3Y | +152.7% | +64.8% | +87.9% | +89.1% |
| 5Y | +130.8% | -6.9% | +137.7% | +116.6% |
| 10Y | +506.0% | +194.9% | +311.0% | +179.2% |
| All | +506.0% | +201.0% | +305.0% | +179.2% |
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