+107.3%
META vs JPM
+160.3%
-53.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.9% | +1.9% | +1.4% |
| 7D | +6.7% | +0.3% | +6.4% | +6.6% |
| 30D | +4.8% | -0.2% | +4.9% | +4.8% |
| 3M | -1.6% | +15.9% | -17.5% | -8.2% |
| 6M | -7.5% | +20.9% | -28.4% | -15.7% |
| YTD | -6.4% | +12.9% | -19.3% | -12.2% |
| 1Y | -17.3% | +20.3% | -37.6% | -25.0% |
| All | +107.3% | +160.3% | -53.0% | +42.4% |
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