+130.8%
JPM vs ALM
+441.7%
-310.8%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +8.1% | -5.8% | +1.9% |
| 7D | +0.4% | +0.7% | -0.3% | +0.4% |
| 30D | +2.7% | -26.1% | +28.8% | +3.9% |
| 3M | -3.8% | -38.1% | +34.3% | -2.3% |
| 6M | +14.3% | -55.4% | +69.7% | +17.1% |
| YTD | +8.2% | -0.4% | +8.6% | +7.0% |
| 1Y | +11.0% | +25.4% | -14.4% | +8.7% |
| 3Y | +152.7% | +907.8% | -755.1% | +133.0% |
| 5Y | +130.8% | +440.2% | -309.3% | +113.4% |
| All | +130.8% | +441.7% | -310.8% | +113.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling