+1,328.1%
JPM vs AMCR
+96.6%
+1,231.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.8% | +0.4% | -0.9% |
| 7D | -0.4% | -1.8% | +1.4% | +0.2% |
| 30D | -1.1% | -6.0% | +4.9% | +0.8% |
| 3M | +14.1% | +18.9% | -4.8% | +7.5% |
| 6M | +23.3% | +5.7% | +17.6% | +20.1% |
| YTD | +11.3% | +11.1% | +0.2% | +6.1% |
| 1Y | +23.0% | +12.7% | +10.3% | +16.4% |
| 3Y | +162.6% | +9.6% | +153.0% | +146.1% |
| 5Y | +152.8% | -10.3% | +163.1% | +152.9% |
| 10Y | +583.6% | +16.5% | +567.2% | +499.4% |
| All | +1,328.1% | +96.6% | +1,231.4% | +1,132.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling