+590.9%
JPM vs ALNY
+260.0%
+330.9%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.3% | +0.7% |
| 7D | -0.7% | -6.5% | +5.9% | -0.1% |
| 30D | -2.5% | +11.0% | -13.5% | -3.4% |
| 3M | +14.1% | -14.1% | +28.2% | +14.8% |
| 6M | +25.1% | -22.4% | +47.5% | +26.9% |
| YTD | +12.1% | -37.5% | +49.6% | +15.9% |
| 1Y | +18.8% | -46.9% | +65.7% | +24.5% |
| 3Y | +163.4% | +22.1% | +141.3% | +152.1% |
| 5Y | +156.5% | +31.2% | +125.4% | +138.8% |
| All | +590.9% | +260.0% | +330.9% | +457.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALNY.
Daily Out/Under-Performance
Portfolio return minus ALNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALNY 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 ALNY 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