+10,718.5%
JPM vs APA
+871.0%
+9,847.5%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | -0.3% |
| 7D | +1.2% | -5.5% | +6.8% | +2.4% |
| 30D | +2.7% | -1.2% | +3.9% | +2.6% |
| 3M | -4.5% | +10.6% | -15.0% | -7.3% |
| 6M | +14.3% | +28.4% | -14.1% | +6.2% |
| YTD | +8.2% | +89.7% | -81.5% | -9.7% |
| 1Y | +10.0% | +90.6% | -80.6% | -8.6% |
| 3Y | +149.0% | +36.9% | +112.1% | +114.9% |
| 5Y | +131.0% | +83.2% | +47.8% | +75.5% |
| 10Y | +479.1% | -0.1% | +479.2% | +299.2% |
| All | +10,718.5% | +871.0% | +9,847.5% | +5,266.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling