+150.6%
JPM vs AMC
-58.0%
+208.6%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.3% | +2.2% | -0.1% |
| 7D | +1.6% | +8.4% | -6.8% | +1.3% |
| 30D | +3.4% | +9.2% | -5.7% | +3.1% |
| 3M | -5.7% | +32.0% | -37.7% | -6.6% |
| 6M | +13.5% | +149.3% | -135.7% | +8.9% |
| YTD | +8.4% | +114.1% | -105.7% | +4.3% |
| 1Y | +9.1% | +35.8% | -26.7% | +6.5% |
| All | +150.6% | -58.0% | +208.6% | +154.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling