+24.8%
JPM vs APH
+50.0%
-25.3%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.8% | -1.0% |
| 7D | +0.3% | +5.0% | -4.7% | -0.3% |
| 30D | -0.2% | -3.9% | +3.7% | +0.2% |
| 3M | +15.9% | +13.0% | +2.9% | +13.6% |
| 6M | +20.9% | +25.2% | -4.2% | +16.2% |
| YTD | +12.9% | +22.9% | -10.1% | +6.8% |
| All | +24.8% | +50.0% | -25.3% | +13.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling