-8.0%
BA vs JBL
+52.3%
-60.4%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.5% | -0.7% | +0.6% |
| 7D | +1.2% | +3.0% | -1.9% | +0.6% |
| 30D | -11.6% | -8.3% | -3.4% | -10.5% |
| 3M | -2.4% | -16.9% | +14.5% | 0.0% |
| 6M | -6.6% | +21.8% | -28.4% | -12.2% |
| YTD | -2.2% | +36.3% | -38.5% | -10.7% |
| 1Y | -8.0% | +49.5% | -57.5% | -18.5% |
| All | -8.0% | +52.3% | -60.4% | -18.5% |
Cumulative growth
Daily Returns
Daily percentage return beside JBL.
Daily Out/Under-Performance
Portfolio return minus JBL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBL 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 JBL 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