+11,186.3%
JPM vs B
+803.7%
+10,382.5%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.2% | +1.3% | -0.9% |
| 7D | +0.3% | -1.6% | +1.9% | +0.3% |
| 30D | -0.2% | +9.4% | -9.6% | -0.4% |
| 3M | +15.9% | +5.0% | +10.9% | +15.7% |
| 6M | +20.9% | -3.5% | +24.5% | +20.9% |
| YTD | +12.9% | +4.5% | +8.4% | +12.6% |
| 1Y | +20.3% | +67.8% | -47.5% | +18.9% |
| 3Y | +160.9% | +196.7% | -35.8% | +154.8% |
| 5Y | +154.8% | +151.9% | +2.9% | +148.9% |
| 10Y | +591.1% | +202.2% | +388.9% | +570.9% |
| All | +11,186.3% | +803.7% | +10,382.5% | +13,012.9% |
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