+162.6%
JPM vs AME
+55.3%
+107.3%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | -0.4% | +2.8% | -3.2% | -1.7% |
| 30D | -1.1% | -6.3% | +5.1% | +1.9% |
| 3M | +14.1% | +5.4% | +8.8% | +10.8% |
| 6M | +23.3% | +7.4% | +15.9% | +18.3% |
| YTD | +11.3% | +16.2% | -4.9% | +2.4% |
| 1Y | +23.0% | +26.8% | -3.8% | +8.1% |
| 3Y | +162.6% | +57.5% | +105.0% | +108.5% |
| All | +162.6% | +55.3% | +107.3% | +108.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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