+857.3%
JPM vs AR
-27.2%
+884.5%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.8% |
| 7D | +0.3% | +2.5% | -2.2% | -0.1% |
| 30D | -0.2% | +14.8% | -15.0% | -2.2% |
| 3M | +15.9% | +6.2% | +9.7% | +14.6% |
| 6M | +20.9% | +4.3% | +16.7% | +19.5% |
| YTD | +12.9% | +14.4% | -1.5% | +9.7% |
| 1Y | +20.3% | +21.3% | -1.0% | +15.5% |
| 3Y | +160.9% | +39.8% | +121.1% | +140.4% |
| 5Y | +154.8% | +142.1% | +12.8% | +109.0% |
| 10Y | +591.1% | +52.0% | +539.1% | +392.0% |
| All | +857.3% | -27.2% | +884.5% | +620.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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