+117.6%
JPM vs AS
+120.4%
-2.8%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.6% | -4.5% | -1.4% |
| 7D | +0.3% | -4.9% | +5.2% | +0.9% |
| 30D | -0.2% | -19.6% | +19.4% | +2.6% |
| 3M | +15.9% | -14.4% | +30.3% | +17.8% |
| 6M | +20.9% | -20.1% | +41.1% | +23.8% |
| YTD | +12.9% | -20.9% | +33.8% | +15.6% |
| 1Y | +20.3% | -21.9% | +42.2% | +23.0% |
| All | +117.6% | +120.4% | -2.8% | +103.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling