+1,831.4%
JPM vs AMT
+1,311.4%
+520.1%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.1% | -0.7% |
| 7D | +0.3% | -0.2% | +0.5% | +0.3% |
| 30D | -0.2% | +4.6% | -4.8% | -1.4% |
| 3M | +15.9% | -8.4% | +24.3% | +18.1% |
| 6M | +20.9% | -6.0% | +27.0% | +22.2% |
| YTD | +12.9% | +2.1% | +10.8% | +11.2% |
| 1Y | +20.3% | -6.4% | +26.7% | +21.1% |
| 3Y | +160.9% | +8.1% | +152.9% | +146.8% |
| 5Y | +154.8% | -31.9% | +186.8% | +169.6% |
| 10Y | +591.1% | +97.1% | +494.0% | +441.6% |
| All | +1,831.4% | +1,311.4% | +520.1% | +719.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling