+162.6%
JPM vs APA
+9.3%
+153.2%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.8% | -3.3% | -1.7% |
| 7D | -0.4% | -1.7% | +1.3% | -0.2% |
| 30D | -1.1% | +15.7% | -16.9% | -3.1% |
| 3M | +14.1% | +16.5% | -2.3% | +11.5% |
| 6M | +23.3% | +35.1% | -11.8% | +16.2% |
| YTD | +11.3% | +82.2% | -70.9% | -1.2% |
| 1Y | +23.0% | +102.5% | -79.5% | +6.0% |
| 3Y | +162.6% | +10.3% | +152.2% | +141.1% |
| All | +162.6% | +9.3% | +153.2% | +141.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling