+111.1%
JPM vs AS
+123.4%
-12.4%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.8% | +1.1% |
| 7D | +3.5% | -4.9% | +8.4% | +4.2% |
| 30D | +3.3% | +3.9% | -0.6% | +2.7% |
| 3M | -4.2% | -9.6% | +5.4% | -3.1% |
| 6M | +16.4% | -8.7% | +25.1% | +17.2% |
| YTD | +9.5% | -19.8% | +29.3% | +11.8% |
| 1Y | +14.0% | -1.5% | +15.6% | +13.2% |
| All | +111.1% | +123.4% | -12.4% | +96.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling