+152.5%
JPM vs AMCR
-12.3%
+164.9%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.6% | +2.3% | +1.3% |
| 7D | -0.7% | -6.3% | +5.6% | +1.5% |
| 30D | -2.5% | -7.8% | +5.3% | +0.1% |
| 3M | +14.1% | +7.5% | +6.6% | +10.8% |
| 6M | +25.1% | +2.7% | +22.4% | +22.8% |
| YTD | +12.1% | +6.0% | +6.1% | +7.9% |
| 1Y | +18.8% | +7.8% | +11.0% | +13.3% |
| 3Y | +163.4% | +5.8% | +157.6% | +143.5% |
| All | +152.5% | -12.3% | +164.9% | +155.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 5y: compounded portfolio wealth divided by compounded AMCR 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…
5y analysis · Full analysis span regression · 6 months rolling