+105.7%
JPM vs AS
+133.7%
-28.1%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -2.3% | -1.9% | -3.9% |
| 7D | -1.8% | +7.1% | -8.9% | -2.7% |
| 30D | +1.8% | +12.8% | -11.0% | +0.2% |
| 3M | -5.6% | -14.7% | +9.1% | -3.8% |
| 6M | +10.1% | -9.9% | +20.0% | +11.0% |
| YTD | +6.7% | -16.1% | +22.9% | +8.3% |
| 1Y | +10.3% | +0.2% | +10.2% | +9.3% |
| All | +105.7% | +133.7% | -28.1% | +90.7% |
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