+583.5%
JPM vs XYZ
+655.2%
-71.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.8% | -1.8% | +0.5% |
| 7D | +3.5% | -1.1% | +4.6% | +3.7% |
| 30D | +3.3% | +11.5% | -8.3% | +1.2% |
| 3M | -4.2% | +1.8% | -6.0% | -4.8% |
| 6M | +16.4% | +21.2% | -4.8% | +11.8% |
| YTD | +9.5% | +29.9% | -20.4% | +3.1% |
| 1Y | +14.0% | +35.8% | -21.7% | +6.5% |
| 3Y | +153.1% | +62.6% | +90.5% | +120.7% |
| 5Y | +134.9% | -62.8% | +197.7% | +143.8% |
| 10Y | +485.7% | +612.0% | -126.2% | +239.7% |
| All | +583.5% | +655.2% | -71.7% | +272.0% |
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