+723.3%
JPM vs AMC
-97.7%
+821.0%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.9% | -2.8% | -0.9% |
| 7D | -0.8% | +2.6% | -3.4% | -0.8% |
| 30D | +1.5% | +9.0% | -7.5% | +1.2% |
| 3M | -5.7% | +22.2% | -27.8% | -6.3% |
| 6M | +7.2% | +91.5% | -84.2% | +4.5% |
| YTD | +5.8% | +101.3% | -95.5% | +2.7% |
| 1Y | +8.8% | +20.8% | -12.0% | +7.1% |
| 3Y | +147.4% | -71.3% | +218.7% | +149.1% |
| 5Y | +125.3% | -99.2% | +224.6% | +140.9% |
| 10Y | +540.5% | -98.7% | +639.2% | +523.2% |
| All | +723.3% | -97.7% | +821.0% | +641.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling