+10.9%
JPM vs AMC
+39.6%
-28.7%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +2.4% |
| 3M | -4.7% | +42.5% | -47.2% | -5.6% |
| 6M | +15.6% | +142.6% | -127.0% | +8.5% |
| YTD | +8.6% | +119.2% | -110.6% | +3.0% |
| 1Y | +10.9% | +40.7% | -29.8% | +14.5% |
| All | +10.9% | +39.6% | -28.7% | +14.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling