+10,718.5%
JPM vs AME
+18,783.2%
-8,064.7%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +1.2% | -4.1% | +5.3% | +3.2% |
| 30D | +2.7% | -4.1% | +6.9% | +4.5% |
| 3M | -4.5% | -5.6% | +1.2% | -2.2% |
| 6M | +14.3% | +2.8% | +11.5% | +11.6% |
| YTD | +8.2% | +16.6% | -8.4% | -1.3% |
| 1Y | +10.0% | +21.1% | -11.1% | -1.5% |
| 3Y | +149.0% | +61.1% | +87.9% | +90.0% |
| 5Y | +131.0% | +76.6% | +54.5% | +67.4% |
| 10Y | +479.1% | +431.3% | +47.8% | +146.8% |
| All | +10,718.5% | +18,783.2% | -8,064.7% | +1,273.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling