+95.1%
META vs JPM
+149.0%
-53.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.7% | +1.2% |
| 7D | -0.8% | -0.8% | 0.0% | -0.5% |
| 30D | -15.4% | +1.5% | -16.9% | -16.1% |
| 3M | +3.5% | -5.7% | +9.2% | +6.1% |
| 6M | -0.3% | +7.2% | -7.5% | -4.0% |
| YTD | -7.3% | +5.8% | -13.1% | -10.7% |
| 1Y | -1.1% | +8.8% | -9.9% | -6.1% |
| 3Y | +95.1% | +147.4% | -52.3% | +24.4% |
| All | +95.1% | +149.0% | -53.9% | +24.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling