-0.9%
BA vs JBL
+405.9%
-406.9%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.5% | -0.7% | +0.3% |
| 7D | +1.2% | +3.0% | -1.9% | +0.2% |
| 30D | -11.6% | -8.3% | -3.4% | -9.5% |
| 3M | -2.4% | -16.9% | +14.5% | +2.5% |
| 6M | -6.6% | +21.8% | -28.4% | -15.3% |
| YTD | -2.2% | +36.3% | -38.5% | -15.5% |
| 1Y | -8.0% | +49.5% | -57.5% | -24.0% |
| 3Y | -5.0% | +170.6% | -175.6% | -42.1% |
| All | -0.9% | +405.9% | -406.9% | -61.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling