+583.6%
JPM vs AMC
-98.9%
+682.6%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.4% | +2.0% | -1.3% |
| 7D | -0.4% | -0.8% | +0.4% | -0.4% |
| 30D | -1.1% | -1.2% | 0.0% | -1.1% |
| 3M | +14.1% | +42.2% | -28.1% | +12.6% |
| 6M | +23.3% | +118.8% | -95.5% | +19.9% |
| YTD | +11.3% | +64.1% | -52.8% | +9.0% |
| 1Y | +23.0% | -9.5% | +32.5% | +22.2% |
| 3Y | +162.6% | -64.3% | +226.9% | +162.6% |
| 5Y | +152.8% | -99.5% | +252.2% | +170.3% |
| 10Y | +583.6% | -98.9% | +682.6% | +541.9% |
| All | +583.6% | -98.9% | +682.6% | +541.9% |
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