+592.1%
JPM vs ALM
+3,082.3%
-2,490.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.1% | +4.5% | +0.5% |
| 7D | -0.4% | +3.6% | -4.0% | -0.6% |
| 30D | -1.4% | +33.8% | -35.2% | -2.4% |
| 3M | +13.9% | +14.8% | -0.8% | +13.1% |
| 6M | +23.5% | -7.0% | +30.5% | +22.9% |
| YTD | +11.6% | +108.1% | -96.4% | +8.2% |
| 1Y | +21.4% | +313.8% | -292.4% | +14.9% |
| 3Y | +163.4% | +2,227.6% | -2,064.2% | +135.9% |
| 5Y | +152.5% | +956.6% | -804.1% | +128.8% |
| 10Y | +592.1% | +3,082.3% | -2,490.2% | +511.1% |
| All | +592.1% | +3,082.3% | -2,490.2% | +511.1% |
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