+506.0%
JPM vs AMT
+116.9%
+389.1%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.1% | +2.2% | +2.2% |
| 7D | +0.4% | +0.4% | +0.1% | +0.4% |
| 30D | +2.7% | +3.7% | -1.0% | +1.7% |
| 3M | -3.8% | +10.7% | -14.6% | -6.6% |
| 6M | +14.3% | +9.3% | +5.1% | +10.9% |
| YTD | +8.2% | +10.9% | -2.7% | +4.0% |
| 1Y | +11.0% | +10.5% | +0.4% | +6.7% |
| 3Y | +152.7% | +15.5% | +137.1% | +130.1% |
| 5Y | +130.8% | -20.6% | +151.4% | +137.4% |
| 10Y | +506.0% | +124.5% | +381.4% | +531.5% |
| All | +506.0% | +116.9% | +389.1% | +531.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AMT.
Daily Out/Under-Performance
Portfolio return minus AMT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMT 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 10y: compounded portfolio wealth divided by compounded AMT 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…
10y analysis · Full analysis span regression · 6 months rolling