+23.3%
BA vs JBL
+1,148.2%
-1,124.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.2% | +1.0% |
| 7D | -1.1% | +6.3% | -7.4% | -4.2% |
| 30D | -7.1% | -13.5% | +6.4% | -1.2% |
| 3M | -25.5% | -31.3% | +5.8% | -12.2% |
| 6M | -28.7% | -28.4% | -0.3% | -19.5% |
| YTD | -21.0% | +11.6% | -32.6% | -31.6% |
| 1Y | -11.9% | +26.1% | -38.0% | -29.0% |
| 3Y | -16.2% | +97.4% | -113.5% | -52.9% |
| 5Y | -22.4% | +301.0% | -323.4% | -74.9% |
| All | +23.3% | +1,148.2% | -1,124.9% | -79.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling