+131.0%
JPM vs AME
+76.9%
+54.1%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +1.2% | -4.1% | +5.3% | +3.3% |
| 30D | +2.7% | -4.1% | +6.9% | +4.6% |
| 3M | -4.5% | -5.6% | +1.2% | -2.1% |
| 6M | +14.3% | +2.8% | +11.5% | +11.2% |
| YTD | +8.2% | +16.6% | -8.4% | -2.7% |
| 1Y | +10.0% | +21.1% | -11.1% | -3.3% |
| 3Y | +149.0% | +61.1% | +87.9% | +79.4% |
| 5Y | +131.0% | +76.6% | +54.5% | +48.9% |
| All | +131.0% | +76.9% | +54.1% | +48.9% |
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