+592.1%
JPM vs APD
+162.9%
+429.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.2% | +0.7% |
| 7D | -0.4% | -4.6% | +4.2% | +1.9% |
| 30D | -1.4% | -4.2% | +2.8% | +0.6% |
| 3M | +13.9% | +5.0% | +9.0% | +10.6% |
| 6M | +23.5% | +8.9% | +14.6% | +17.2% |
| YTD | +11.6% | +21.9% | -10.3% | -0.5% |
| 1Y | +21.4% | +5.6% | +15.8% | +15.7% |
| 3Y | +163.4% | +6.9% | +156.6% | +140.2% |
| 5Y | +152.5% | +25.3% | +127.2% | +101.1% |
| 10Y | +592.1% | +169.1% | +423.1% | +224.2% |
| All | +592.1% | +162.9% | +429.2% | +224.2% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 APD 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