+152.8%
JPM vs APD
+26.2%
+126.5%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.2% | -1.1% |
| 7D | -0.4% | -2.5% | +2.1% | +0.4% |
| 30D | -1.1% | -1.9% | +0.8% | -0.6% |
| 3M | +14.1% | +8.2% | +5.9% | +10.9% |
| 6M | +23.3% | +10.7% | +12.5% | +18.6% |
| YTD | +11.3% | +22.9% | -11.7% | +3.0% |
| 1Y | +23.0% | +5.8% | +17.2% | +19.5% |
| 3Y | +162.6% | +7.8% | +154.8% | +150.2% |
| 5Y | +152.8% | +26.1% | +126.6% | +104.0% |
| All | +152.8% | +26.2% | +126.5% | +104.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling