+23.0%
JPM vs B
+56.5%
-33.5%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | 0.0% | -1.3% |
| 7D | -0.4% | +2.3% | -2.7% | -0.6% |
| 30D | -1.1% | +1.4% | -2.5% | -1.3% |
| 3M | +14.1% | +12.2% | +2.0% | +12.4% |
| 6M | +23.3% | -2.1% | +25.4% | +22.2% |
| YTD | +11.3% | +2.9% | +8.3% | +8.8% |
| 1Y | +23.0% | +55.3% | -32.3% | +18.3% |
| All | +23.0% | +56.5% | -33.5% | +18.3% |
Cumulative growth
Daily Returns
Daily percentage return beside B.
Daily Out/Under-Performance
Portfolio return minus B return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × B 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 1y: compounded portfolio wealth divided by compounded B 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…
1y analysis · Full analysis span regression · 6 months rolling