+10,760.3%
JPM vs B
+688.8%
+10,071.4%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.6% | +2.0% | +0.4% |
| 7D | -2.5% | -2.7% | +0.2% | -2.4% |
| 30D | +2.7% | -4.3% | +7.1% | +2.8% |
| 3M | -4.7% | -2.3% | -2.4% | -4.7% |
| 6M | +15.6% | -16.2% | +31.8% | +15.9% |
| YTD | +8.6% | -8.8% | +17.4% | +8.6% |
| 1Y | +10.9% | +11.4% | -0.5% | +10.5% |
| 3Y | +149.9% | +174.3% | -24.4% | +144.5% |
| 5Y | +131.9% | +116.2% | +15.8% | +127.2% |
| 10Y | +481.0% | +222.7% | +258.3% | +464.1% |
| All | +10,760.3% | +688.8% | +10,071.4% | +12,551.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling