+481.0%
JPM vs APH
+950.8%
-469.8%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.8% |
| 7D | -2.5% | +0.4% | -2.9% | -3.0% |
| 30D | +2.7% | -8.0% | +10.7% | +5.6% |
| 3M | -4.7% | -5.0% | +0.3% | -4.2% |
| 6M | +15.6% | +29.9% | -14.4% | -3.0% |
| YTD | +8.6% | +18.0% | -9.3% | -8.0% |
| 1Y | +10.9% | +11.3% | -0.4% | -3.3% |
| 3Y | +149.9% | +274.9% | -125.0% | -6.8% |
| 5Y | +131.9% | +300.6% | -168.7% | -19.5% |
| 10Y | +481.0% | +944.2% | -463.2% | +6.2% |
| All | +481.0% | +950.8% | -469.8% | +6.2% |
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