+162.6%
JPM vs S
+13.8%
+148.8%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.3% | +0.8% | -1.2% |
| 7D | -0.4% | -5.8% | +5.4% | +0.2% |
| 30D | -1.1% | -9.2% | +8.1% | -0.3% |
| 3M | +14.1% | +23.4% | -9.2% | +11.0% |
| 6M | +23.3% | +36.9% | -13.6% | +17.6% |
| YTD | +11.3% | +29.5% | -18.3% | +6.6% |
| 1Y | +23.0% | +5.4% | +17.6% | +20.7% |
| 3Y | +162.6% | +14.7% | +147.9% | +153.7% |
| All | +162.6% | +13.8% | +148.8% | +153.7% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 3y: compounded portfolio wealth divided by compounded S 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…
3y analysis · Full analysis span regression · 6 months rolling