+11,186.3%
JPM vs APA
+815.8%
+10,370.5%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.2% | +2.2% | -0.2% |
| 7D | +0.3% | +0.5% | -0.3% | +0.1% |
| 30D | -0.2% | +23.4% | -23.6% | -5.2% |
| 3M | +15.9% | +12.7% | +3.2% | +11.8% |
| 6M | +20.9% | +39.4% | -18.5% | +9.7% |
| YTD | +12.9% | +79.0% | -66.1% | -4.0% |
| 1Y | +20.3% | +88.8% | -68.5% | +0.1% |
| 3Y | +160.9% | +6.4% | +154.6% | +140.0% |
| 5Y | +154.8% | +153.0% | +1.9% | +78.6% |
| 10Y | +591.1% | +7.5% | +583.5% | +367.3% |
| All | +11,186.3% | +815.8% | +10,370.5% | +5,605.8% |
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