-12.3%
BA vs JBL
+23.4%
-35.7%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.4% | -2.1% | -1.8% |
| 7D | -0.6% | +10.0% | -10.5% | -2.0% |
| 30D | -8.0% | -18.2% | +10.2% | -5.2% |
| 3M | -25.8% | -29.0% | +3.2% | -22.0% |
| 6M | -27.6% | -25.9% | -1.7% | -25.3% |
| YTD | -21.0% | +14.1% | -35.1% | -27.5% |
| 1Y | -12.3% | +21.7% | -33.9% | -22.5% |
| All | -12.3% | +23.4% | -35.7% | -22.5% |
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