+26.6%
BA vs JD
+26.7%
-0.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.6% |
| 7D | 0.0% | +5.2% | -5.2% | -1.1% |
| 30D | -8.9% | +4.5% | -13.4% | -9.9% |
| 3M | -25.5% | -15.4% | -10.1% | -23.0% |
| 6M | -27.0% | -6.0% | -20.9% | -26.4% |
| YTD | -20.1% | +2.2% | -22.3% | -21.2% |
| 1Y | -11.0% | -6.7% | -4.3% | -10.4% |
| 3Y | -11.8% | +20.5% | -32.4% | -20.4% |
| 5Y | -20.6% | -58.4% | +37.8% | -13.4% |
| 10Y | +26.6% | +32.5% | -5.9% | +3.3% |
| All | +26.6% | +26.7% | -0.1% | +3.3% |
Cumulative growth
Daily Returns
Daily percentage return beside JD.
Daily Out/Under-Performance
Portfolio return minus JD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JD 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 10y: compounded portfolio wealth divided by compounded JD 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…
10y analysis · Full analysis span regression · 6 months rolling