-4.6%
BA vs JBL
+173.1%
-177.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.5% | -0.7% | +0.5% |
| 7D | +1.2% | +3.0% | -1.9% | +0.5% |
| 30D | -11.6% | -8.3% | -3.4% | -10.1% |
| 3M | -2.4% | -16.9% | +14.5% | +1.0% |
| 6M | -6.6% | +21.8% | -28.4% | -12.6% |
| YTD | -2.2% | +36.3% | -38.5% | -11.4% |
| 1Y | -8.0% | +49.5% | -57.5% | -19.1% |
| All | -4.6% | +173.1% | -177.8% | -26.6% |
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