+152.8%
JPM vs ALM
+1,033.0%
-880.3%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +8.8% | -10.3% | -1.8% |
| 7D | -0.4% | +8.4% | -8.8% | -0.7% |
| 30D | -1.1% | +34.8% | -36.0% | -2.5% |
| 3M | +14.1% | +16.2% | -2.1% | +12.9% |
| 6M | +23.3% | +2.1% | +21.2% | +22.1% |
| YTD | +11.3% | +117.0% | -105.8% | +6.8% |
| 1Y | +23.0% | +313.9% | -290.9% | +15.0% |
| 3Y | +162.6% | +2,327.9% | -2,165.4% | +133.6% |
| 5Y | +152.8% | +1,040.6% | -887.9% | +126.3% |
| All | +152.8% | +1,033.0% | -880.3% | +126.3% |
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