+808.1%
JPM vs ALM
+3,798.4%
-2,990.3%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +8.1% | -5.8% | +2.2% |
| 7D | +0.4% | +0.7% | -0.3% | +0.4% |
| 30D | +2.7% | -26.1% | +28.8% | +2.8% |
| 3M | -3.8% | -38.1% | +34.3% | -3.7% |
| 6M | +14.3% | -55.4% | +69.7% | +14.5% |
| YTD | +8.2% | -0.4% | +8.6% | +8.1% |
| 1Y | +11.0% | +25.4% | -14.4% | +10.8% |
| 3Y | +152.7% | +907.8% | -755.1% | +150.9% |
| 5Y | +130.8% | +440.2% | -309.3% | +129.3% |
| 10Y | +506.0% | +2,031.1% | -1,525.2% | +500.1% |
| All | +808.1% | +3,798.4% | -2,990.3% | +794.0% |
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