+479.1%
JPM vs APH
+938.3%
-459.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.4% |
| 7D | +1.2% | -5.0% | +6.2% | +3.1% |
| 30D | +2.7% | -8.4% | +11.1% | +5.9% |
| 3M | -4.5% | -4.5% | +0.1% | -4.2% |
| 6M | +14.3% | +25.3% | -11.0% | -2.2% |
| YTD | +8.2% | +18.9% | -10.7% | -8.7% |
| 1Y | +10.0% | +11.9% | -1.9% | -4.3% |
| 3Y | +149.0% | +278.0% | -129.0% | -7.5% |
| 5Y | +131.0% | +306.4% | -175.4% | -20.5% |
| 10Y | +479.1% | +955.2% | -476.1% | +6.4% |
| All | +479.1% | +938.3% | -459.2% | +6.4% |
Cumulative growth
Daily Returns
Daily percentage return beside APH.
Daily Out/Under-Performance
Portfolio return minus APH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APH 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 APH 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