+8.8%
JPM vs AS
+0.9%
+7.9%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.3% | -0.9% |
| 7D | -0.8% | +6.9% | -7.7% | -1.6% |
| 30D | +1.5% | +16.0% | -14.5% | -0.5% |
| 3M | -5.7% | -12.8% | +7.2% | -4.0% |
| 6M | +7.2% | -15.4% | +22.6% | +9.4% |
| YTD | +5.8% | -15.7% | +21.6% | +7.2% |
| 1Y | +8.8% | +6.1% | +2.7% | +6.2% |
| All | +8.8% | +0.9% | +7.9% | +6.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 1y: compounded portfolio wealth divided by compounded AS 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…
1y analysis · Full analysis span regression · 6 months rolling