+465.0%
JPM vs ALM
+2,100.8%
-1,635.8%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +7.7% | -6.7% | +0.7% |
| 7D | +3.5% | +1.2% | +2.3% | +3.4% |
| 30D | +3.3% | -19.3% | +22.6% | +3.9% |
| 3M | -4.2% | -40.6% | +36.5% | -2.8% |
| 6M | +16.4% | -57.9% | +74.3% | +19.0% |
| YTD | +9.5% | -6.7% | +16.2% | +8.7% |
| 1Y | +14.0% | +20.2% | -6.2% | +12.2% |
| 3Y | +153.1% | +879.4% | -726.4% | +132.8% |
| 5Y | +134.9% | +415.3% | -280.4% | +117.5% |
| All | +465.0% | +2,100.8% | -1,635.8% | +411.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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