+1,137.4%
JPM vs AMBA
+837.3%
+300.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.2% | -0.8% |
| 7D | +0.3% | -11.0% | +11.2% | +1.9% |
| 30D | -0.2% | -23.2% | +23.0% | +3.5% |
| 3M | +15.9% | -12.7% | +28.6% | +15.9% |
| 6M | +20.9% | +11.2% | +9.7% | +15.4% |
| YTD | +12.9% | -11.2% | +24.1% | +11.0% |
| 1Y | +20.3% | -22.5% | +42.8% | +19.5% |
| 3Y | +160.9% | -1.3% | +162.3% | +139.7% |
| 5Y | +154.8% | -54.2% | +209.0% | +145.8% |
| 10Y | +591.1% | -6.1% | +597.2% | +448.3% |
| All | +1,137.4% | +837.3% | +300.2% | +601.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 AMBA 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