+459.5%
JPM vs AMC
-98.8%
+558.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.3% | +2.2% | -0.1% |
| 7D | +1.6% | +8.4% | -6.8% | +1.4% |
| 30D | +3.4% | +9.2% | -5.7% | +3.2% |
| 3M | -5.7% | +32.0% | -37.7% | -6.4% |
| 6M | +13.5% | +149.3% | -135.7% | +10.1% |
| YTD | +8.4% | +114.1% | -105.7% | +5.4% |
| 1Y | +9.1% | +35.8% | -26.7% | +7.2% |
| 3Y | +149.5% | -58.3% | +207.8% | +148.7% |
| 5Y | +132.6% | -99.2% | +231.8% | +146.0% |
| All | +459.5% | -98.8% | +558.2% | +423.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 AMC 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