+479.1%
JPM vs APD
+187.0%
+292.1%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.2% |
| 7D | +1.2% | -0.2% | +1.4% | +1.4% |
| 30D | +2.7% | +11.0% | -8.3% | -2.4% |
| 3M | -4.5% | +1.3% | -5.8% | -5.2% |
| 6M | +14.3% | +6.4% | +8.0% | +10.0% |
| YTD | +8.2% | +28.9% | -20.7% | -6.3% |
| 1Y | +10.0% | +23.2% | -13.2% | -2.8% |
| 3Y | +149.0% | +26.3% | +122.6% | +108.0% |
| 5Y | +131.0% | +12.0% | +119.0% | +100.8% |
| 10Y | +479.1% | +183.2% | +295.9% | +172.2% |
| All | +479.1% | +187.0% | +292.1% | +172.2% |
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