-16.2%
BA vs JBL
+100.1%
-116.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.2% | +0.5% |
| 7D | -1.1% | +6.3% | -7.4% | -2.5% |
| 30D | -7.1% | -13.5% | +6.4% | -4.4% |
| 3M | -25.5% | -31.3% | +5.8% | -19.3% |
| 6M | -28.7% | -28.4% | -0.3% | -24.3% |
| YTD | -21.0% | +11.6% | -32.6% | -26.6% |
| 1Y | -11.9% | +26.1% | -38.0% | -21.0% |
| 3Y | -16.2% | +97.4% | -113.5% | -36.7% |
| All | -16.2% | +100.1% | -116.3% | -36.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling