+163.4%
JPM vs AUR
+84.2%
+79.2%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.6% | -0.8% | +0.6% |
| 7D | -0.7% | +1.4% | -2.1% | -0.8% |
| 30D | -2.5% | -6.4% | +4.0% | -2.2% |
| 3M | +14.1% | +7.7% | +6.4% | +13.1% |
| 6M | +25.1% | +44.5% | -19.4% | +20.7% |
| YTD | +12.1% | +67.4% | -55.3% | +6.8% |
| 1Y | +18.8% | +15.4% | +3.4% | +15.8% |
| 3Y | +163.4% | +94.8% | +68.6% | +144.0% |
| All | +163.4% | +84.2% | +79.2% | +144.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 AUR 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