+155.3%
JPM vs APH
+350.9%
-195.6%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.8% | -1.2% |
| 7D | +0.3% | +5.0% | -4.7% | -1.3% |
| 30D | -0.2% | -3.9% | +3.7% | +0.9% |
| 3M | +15.9% | +13.0% | +2.9% | +10.1% |
| 6M | +20.9% | +25.2% | -4.2% | +9.8% |
| YTD | +12.9% | +22.9% | -10.1% | +0.9% |
| 1Y | +20.3% | +47.8% | -27.5% | -1.7% |
| 3Y | +160.9% | +283.0% | -122.1% | +26.5% |
| All | +155.3% | +350.9% | -195.6% | +7.2% |
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