+1,527.5%
META vs JPM
+1,444.7%
+82.8%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -8.1% |
| 6M | -7.5% | +20.9% | -28.4% | -15.3% |
| YTD | -6.4% | +12.9% | -19.3% | -11.8% |
| 1Y | -17.3% | +20.3% | -37.6% | -24.6% |
| 3Y | +109.9% | +160.9% | -51.0% | +34.3% |
| 5Y | +65.4% | +154.8% | -89.5% | +5.3% |
| 10Y | +391.8% | +591.1% | -199.3% | +94.4% |
| All | +1,527.5% | +1,444.7% | +82.8% | +399.7% |
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