-10.1%
BA vs JBL
+87.5%
-97.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.2% | -0.6% | +0.3% |
| 7D | +1.1% | -12.3% | +13.4% | +4.0% |
| 30D | -7.9% | -20.2% | +12.2% | -3.4% |
| 3M | -25.3% | -30.6% | +5.3% | -19.4% |
| 6M | -24.6% | -35.8% | +11.2% | -17.8% |
| YTD | -20.1% | +4.9% | -25.1% | -24.7% |
| 1Y | -11.8% | +11.3% | -23.1% | -18.4% |
| 3Y | -10.1% | +89.1% | -99.2% | -31.4% |
| All | -10.1% | +87.5% | -97.6% | -31.4% |
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