+96.7%
BAC vs JBL
+98.7%
-1.9%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.3% | +0.5% |
| 7D | +2.1% | -8.1% | +10.1% | +3.7% |
| 30D | -6.7% | -18.4% | +11.7% | -2.9% |
| 3M | -20.2% | -25.8% | +5.5% | -15.8% |
| 6M | -0.2% | -29.6% | +29.4% | +5.7% |
| YTD | -6.4% | +9.6% | -16.0% | -11.8% |
| 1Y | -3.1% | +14.1% | -17.2% | -9.8% |
| 3Y | +96.7% | +95.9% | +0.8% | +51.2% |
| All | +96.7% | +98.7% | -1.9% | +51.2% |
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