+135.3%
JPM vs APH
+289.4%
-154.1%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.7% | +2.7% | +1.5% |
| 7D | +3.5% | +4.9% | -1.4% | +2.0% |
| 30D | +3.3% | -5.4% | +8.6% | +4.3% |
| 3M | -4.2% | -5.5% | +1.3% | -3.6% |
| 6M | +16.4% | +25.9% | -9.5% | +5.0% |
| YTD | +9.5% | +16.4% | -6.9% | -1.3% |
| 1Y | +14.0% | +16.5% | -2.5% | +2.4% |
| 3Y | +153.1% | +270.9% | -117.8% | +22.4% |
| All | +135.3% | +289.4% | -154.1% | +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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling