+153.1%
JPM vs ALLY
+65.3%
+87.7%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.2% | +0.7% |
| 7D | +3.5% | +0.4% | +3.1% | +3.3% |
| 30D | +3.3% | +5.2% | -2.0% | +1.2% |
| 3M | -4.2% | -13.3% | +9.1% | +1.2% |
| 6M | +16.4% | -6.7% | +23.1% | +19.1% |
| YTD | +9.5% | -12.8% | +22.3% | +14.7% |
| 1Y | +14.0% | +0.7% | +13.3% | +13.0% |
| 3Y | +153.1% | +65.2% | +87.9% | +125.5% |
| All | +153.1% | +65.3% | +87.7% | +125.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling