+10,478.8%
JPM vs APD
+6,189.3%
+4,289.5%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.7% | 0.0% |
| 7D | -0.8% | -3.7% | +2.9% | +1.3% |
| 30D | +1.5% | +9.6% | -8.1% | -3.5% |
| 3M | -5.7% | +1.6% | -7.3% | -6.7% |
| 6M | +7.2% | +2.2% | +5.1% | +5.0% |
| YTD | +5.8% | +25.9% | -20.1% | -8.4% |
| 1Y | +8.8% | +20.1% | -11.4% | -3.7% |
| 3Y | +147.4% | +12.4% | +135.0% | +116.4% |
| 5Y | +125.3% | +11.1% | +114.2% | +94.2% |
| 10Y | +540.5% | +190.1% | +350.4% | +211.8% |
| All | +10,478.8% | +6,189.3% | +4,289.5% | +1,000.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling