+1,710.3%
JPM vs AMT
+1,431.6%
+278.7%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.7% | +1.8% | -0.1% |
| 7D | -0.8% | +0.5% | -1.3% | -0.9% |
| 30D | +1.5% | +13.6% | -12.1% | -2.0% |
| 3M | -5.7% | +11.5% | -17.1% | -8.5% |
| 6M | +7.2% | +6.9% | +0.3% | +4.6% |
| YTD | +5.8% | +10.8% | -5.0% | +1.8% |
| 1Y | +8.8% | +10.3% | -1.5% | +4.8% |
| 3Y | +147.4% | +12.4% | +135.0% | +131.7% |
| 5Y | +125.3% | -20.1% | +145.4% | +128.1% |
| 10Y | +540.5% | +116.8% | +423.7% | +389.1% |
| All | +1,710.3% | +1,431.6% | +278.7% | +650.0% |
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