+811.6%
JPM vs ALM
+3,525.2%
-2,713.6%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.1% | +0.4% |
| 7D | -2.5% | -7.2% | +4.7% | -2.5% |
| 30D | +2.7% | -26.4% | +29.1% | +2.8% |
| 3M | -4.7% | -38.6% | +33.9% | -4.6% |
| 6M | +15.6% | -61.0% | +76.5% | +15.8% |
| YTD | +8.6% | -7.4% | +16.0% | +8.6% |
| 1Y | +10.9% | +14.0% | -3.1% | +10.8% |
| 3Y | +149.9% | +844.4% | -694.5% | +148.2% |
| 5Y | +131.9% | +410.8% | -278.9% | +130.5% |
| 10Y | +481.0% | +2,084.7% | -1,603.7% | +475.4% |
| All | +811.6% | +3,525.2% | -2,713.6% | +797.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling