+465.0%
JPM vs APA
+8.7%
+456.3%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.6% | -0.7% | +0.7% |
| 7D | +3.5% | +8.5% | -5.0% | +1.8% |
| 30D | +3.3% | +2.8% | +0.5% | +2.4% |
| 3M | -4.2% | +21.7% | -25.9% | -8.5% |
| 6M | +16.4% | +32.6% | -16.2% | +8.5% |
| YTD | +9.5% | +103.7% | -94.2% | -8.1% |
| 1Y | +14.0% | +101.8% | -87.8% | -4.3% |
| 3Y | +153.1% | +48.1% | +105.0% | +118.7% |
| 5Y | +134.9% | +91.9% | +43.0% | +82.2% |
| All | +465.0% | +8.7% | +456.3% | +270.2% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 APA 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