-16.1%
BA vs JCI
+192.8%
-208.9%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.4% | -0.3% | -1.3% |
| 7D | -0.6% | +8.4% | -9.0% | -3.2% |
| 30D | -8.0% | -8.9% | +0.9% | -5.7% |
| 3M | -25.8% | -6.4% | -19.4% | -24.8% |
| 6M | -27.6% | +1.6% | -29.2% | -29.4% |
| YTD | -21.0% | +20.1% | -41.1% | -28.6% |
| 1Y | -12.3% | +17.2% | -29.5% | -19.9% |
| All | -16.1% | +192.8% | -208.9% | -43.7% |
Cumulative growth
Daily Returns
Daily percentage return beside JCI.
Daily Out/Under-Performance
Portfolio return minus JCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JCI 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 JCI 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