+11,762.3%
JPM vs APH
+61,451.9%
-49,689.7%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -47.8% | +48.5% | +16.6% |
| 7D | +1.2% | -48.7% | +50.0% | +17.9% |
| 30D | -0.2% | -51.9% | +51.8% | +18.7% |
| 3M | +15.9% | -43.6% | +59.4% | +29.0% |
| 6M | +20.9% | -37.5% | +58.5% | +28.8% |
| YTD | +12.9% | -38.6% | +51.5% | +19.2% |
| 1Y | +20.3% | -26.3% | +46.6% | +18.2% |
| 3Y | +160.9% | +89.2% | +71.7% | +78.4% |
| 5Y | +154.8% | +119.8% | +35.0% | +64.3% |
| 10Y | +591.1% | +454.3% | +136.8% | +228.4% |
| All | +11,762.3% | +61,451.9% | -49,689.7% | +2,337.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling