+740.0%
JPM vs ALLY
+98.1%
+641.9%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +0.9% | -0.1% |
| 7D | -0.8% | +0.9% | -1.7% | -1.1% |
| 30D | +1.5% | +3.1% | -1.6% | 0.0% |
| 3M | -5.7% | -12.6% | +6.9% | +0.2% |
| 6M | +7.2% | -12.4% | +19.7% | +13.4% |
| YTD | +5.8% | -13.2% | +19.0% | +11.8% |
| 1Y | +8.8% | +1.8% | +7.0% | +6.8% |
| 3Y | +147.4% | +58.0% | +89.4% | +89.8% |
| 5Y | +125.3% | -8.4% | +133.8% | +112.5% |
| 10Y | +540.5% | +195.3% | +345.3% | +212.4% |
| All | +740.0% | +98.1% | +641.9% | +358.5% |
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 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