+1,497.9%
META vs JPM
+1,360.2%
+137.7%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -4.2% | +0.2% | -2.1% |
| 7D | -3.1% | -1.8% | -1.3% | -2.3% |
| 30D | -18.1% | +1.8% | -19.9% | -18.9% |
| 3M | +2.9% | -5.6% | +8.5% | +5.3% |
| 6M | +0.2% | +10.1% | -9.9% | -4.5% |
| YTD | -8.1% | +6.7% | -14.8% | -11.3% |
| 1Y | -4.5% | +10.3% | -14.8% | -9.5% |
| 3Y | +94.2% | +151.4% | -57.2% | +26.2% |
| 5Y | +79.1% | +127.3% | -48.2% | +19.7% |
| 10Y | +405.9% | +546.0% | -140.1% | +105.7% |
| All | +1,497.9% | +1,360.2% | +137.7% | +402.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling