+150.8%
JPM vs AUR
-35.0%
+185.8%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.3% |
| 7D | -0.4% | +11.1% | -11.5% | -1.1% |
| 30D | -1.4% | -6.9% | +5.5% | -1.1% |
| 3M | +13.9% | +5.5% | +8.4% | +13.2% |
| 6M | +23.5% | +41.0% | -17.5% | +19.6% |
| YTD | +11.6% | +69.3% | -57.6% | +6.6% |
| 1Y | +21.4% | +14.0% | +7.3% | +18.6% |
| 3Y | +163.4% | +90.1% | +73.4% | +140.4% |
| 5Y | +152.5% | -34.4% | +186.9% | +119.1% |
| All | +150.8% | -35.0% | +185.8% | +117.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling