+11,110.4%
JPM vs BNY
+8,074.1%
+3,036.3%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.7% | +0.7% |
| 7D | -0.7% | -1.3% | +0.7% | +0.3% |
| 30D | -2.5% | -0.2% | -2.3% | -2.4% |
| 3M | +14.1% | +14.9% | -0.8% | +3.1% |
| 6M | +25.1% | +40.0% | -14.9% | -2.1% |
| YTD | +12.1% | +42.0% | -29.9% | -13.4% |
| 1Y | +18.8% | +56.9% | -38.0% | -14.7% |
| 3Y | +163.4% | +289.9% | -126.4% | -2.6% |
| 5Y | +156.5% | +259.2% | -102.6% | -1.7% |
| 10Y | +595.1% | +413.3% | +181.8% | +102.2% |
| All | +11,110.4% | +8,074.1% | +3,036.3% | +335.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BNY.
Daily Out/Under-Performance
Portfolio return minus BNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNY 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 BNY 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