+1,543.5%
JPM vs AU
+789.2%
+754.3%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | +0.3% |
| 7D | -0.4% | +0.6% | -1.1% | -0.5% |
| 30D | -1.4% | +12.3% | -13.7% | -2.2% |
| 3M | +13.9% | +29.4% | -15.4% | +11.9% |
| 6M | +23.5% | +3.2% | +20.3% | +22.6% |
| YTD | +11.6% | +31.8% | -20.2% | +8.9% |
| 1Y | +21.4% | +83.4% | -62.0% | +15.9% |
| 3Y | +163.4% | +623.1% | -459.7% | +128.6% |
| 5Y | +152.5% | +700.5% | -548.0% | +115.0% |
| 10Y | +592.1% | +717.6% | -125.4% | +462.2% |
| All | +1,543.5% | +789.2% | +754.3% | +1,370.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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