+10,848.8%
JPM vs AME
+19,084.3%
-8,235.5%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.5% | +0.8% |
| 7D | +3.5% | +5.9% | -2.4% | +0.5% |
| 30D | +3.3% | -1.9% | +5.2% | +3.8% |
| 3M | -4.2% | -5.4% | +1.2% | -2.1% |
| 6M | +16.4% | +4.9% | +11.5% | +12.5% |
| YTD | +9.5% | +18.5% | -9.0% | -0.9% |
| 1Y | +14.0% | +25.5% | -11.4% | +0.2% |
| 3Y | +153.1% | +63.0% | +90.0% | +92.0% |
| 5Y | +134.9% | +78.3% | +56.6% | +69.4% |
| 10Y | +485.7% | +447.1% | +38.6% | +146.1% |
| All | +10,848.8% | +19,084.3% | -8,235.5% | +1,279.2% |
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