+604.6%
JPM vs XYZ
+638.9%
-34.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.8% |
| 7D | +0.3% | -1.0% | +1.3% | +0.4% |
| 30D | -0.2% | -1.7% | +1.5% | 0.0% |
| 3M | +15.9% | +16.7% | -0.9% | +12.4% |
| 6M | +20.9% | +26.9% | -5.9% | +15.3% |
| YTD | +12.9% | +27.1% | -14.3% | +6.9% |
| 1Y | +20.3% | +9.3% | +11.0% | +16.5% |
| 3Y | +160.9% | +42.3% | +118.7% | +132.4% |
| 5Y | +154.8% | -69.3% | +224.2% | +173.4% |
| 10Y | +591.1% | +586.8% | +4.3% | +303.4% |
| All | +604.6% | +638.9% | -34.4% | +285.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XYZ.
Daily Out/Under-Performance
Portfolio return minus XYZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYZ 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 XYZ 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