+796.1%
JPM vs ALLY
+124.8%
+671.3%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.3% | -1.1% |
| 7D | +0.3% | +3.7% | -3.4% | -1.4% |
| 30D | -0.2% | -2.3% | +2.1% | +0.8% |
| 3M | +15.9% | +3.8% | +12.0% | +13.6% |
| 6M | +20.9% | +9.7% | +11.2% | +15.1% |
| YTD | +12.9% | -1.4% | +14.3% | +12.7% |
| 1Y | +20.3% | +8.2% | +12.1% | +14.4% |
| 3Y | +160.9% | +66.5% | +94.5% | +94.9% |
| 5Y | +154.8% | +1.2% | +153.6% | +129.2% |
| 10Y | +591.1% | +191.4% | +399.7% | +236.8% |
| All | +796.1% | +124.8% | +671.3% | +362.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling