+152.5%
JPM vs AME
+83.9%
+68.6%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +1.0% | +0.7% |
| 7D | -0.4% | +1.3% | -1.7% | -1.2% |
| 30D | -1.4% | -6.6% | +5.2% | +2.3% |
| 3M | +13.9% | +3.0% | +11.0% | +11.5% |
| 6M | +23.5% | +5.3% | +18.2% | +19.0% |
| YTD | +11.6% | +15.4% | -3.8% | +1.7% |
| 1Y | +21.4% | +26.8% | -5.4% | +4.2% |
| 3Y | +163.4% | +56.5% | +106.9% | +94.9% |
| 5Y | +152.5% | +85.2% | +67.3% | +63.5% |
| All | +152.5% | +83.9% | +68.6% | +63.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling