+124.0%
JPM vs APH
+280.5%
-156.5%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.1% | -5.0% | -2.0% |
| 7D | -0.8% | -5.9% | +5.2% | +0.7% |
| 30D | +1.5% | -14.8% | +16.3% | +5.8% |
| 3M | -5.7% | -12.4% | +6.8% | -2.8% |
| 6M | +7.2% | +8.1% | -0.8% | +1.8% |
| YTD | +5.8% | +10.9% | -5.1% | -3.2% |
| 1Y | +8.8% | +8.8% | 0.0% | 0.0% |
| 3Y | +147.4% | +262.1% | -114.7% | +20.1% |
| All | +124.0% | +280.5% | -156.5% | +0.3% |
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