+11,186.3%
JPM vs APD
+6,115.6%
+5,070.6%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | 0.0% | -0.4% |
| 7D | +0.3% | -2.2% | +2.5% | +1.5% |
| 30D | -0.2% | +2.1% | -2.3% | -1.4% |
| 3M | +15.9% | +7.2% | +8.7% | +10.8% |
| 6M | +20.9% | +11.2% | +9.7% | +12.8% |
| YTD | +12.9% | +24.4% | -11.5% | -1.4% |
| 1Y | +20.3% | +6.7% | +13.6% | +13.3% |
| 3Y | +160.9% | +9.2% | +151.7% | +132.0% |
| 5Y | +154.8% | +27.4% | +127.5% | +102.9% |
| 10Y | +591.1% | +164.8% | +426.3% | +254.3% |
| All | +11,186.3% | +6,115.6% | +5,070.6% | +1,083.7% |
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