+124.0%
JPM vs APD
+11.0%
+113.0%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.7% | -0.4% |
| 7D | -0.8% | -3.7% | +2.9% | +0.5% |
| 30D | +1.5% | +9.6% | -8.1% | -1.4% |
| 3M | -5.7% | +1.6% | -7.3% | -6.2% |
| 6M | +7.2% | +2.2% | +5.1% | +6.1% |
| YTD | +5.8% | +25.9% | -20.1% | -2.8% |
| 1Y | +8.8% | +20.1% | -11.4% | +1.2% |
| 3Y | +147.4% | +12.4% | +135.0% | +132.1% |
| All | +124.0% | +11.0% | +113.0% | +89.9% |
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