+481.0%
JPM vs AMC
-98.7%
+579.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.5% | +0.4% |
| 7D | -2.5% | -2.8% | +0.4% | -2.4% |
| 30D | +2.7% | +14.0% | -11.3% | +2.3% |
| 3M | -4.7% | +42.5% | -47.2% | -5.7% |
| 6M | +15.6% | +142.6% | -127.0% | +12.2% |
| YTD | +8.6% | +119.2% | -110.6% | +5.5% |
| 1Y | +10.9% | +40.7% | -29.8% | +8.9% |
| 3Y | +149.9% | -57.3% | +207.2% | +148.9% |
| 5Y | +131.9% | -99.1% | +231.1% | +145.1% |
| 10Y | +481.0% | -98.7% | +579.7% | +444.3% |
| All | +481.0% | -98.7% | +579.7% | +444.3% |
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