+5.6%
META vs JPM
+10.5%
-5.0%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.0% | +1.9% | +2.5% |
| 7D | +5.2% | +3.5% | +1.7% | +3.8% |
| 30D | -13.0% | +3.3% | -16.2% | -14.0% |
| 3M | +7.9% | -4.2% | +12.1% | +9.7% |
| 6M | +4.2% | +16.4% | -12.2% | -2.9% |
| YTD | -2.5% | +9.5% | -12.0% | -8.8% |
| 1Y | +5.6% | +14.0% | -8.4% | -2.2% |
| All | +5.6% | +10.5% | -5.0% | -2.2% |
Cumulative growth
Daily Returns
Daily percentage return beside JPM.
Daily Out/Under-Performance
Portfolio return minus JPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JPM 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 1y: compounded portfolio wealth divided by compounded JPM 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…
1y analysis · Full analysis span regression · 6 months rolling