+903.2%
BAC vs JBL
+34,277.3%
-33,374.1%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.3% | +0.5% |
| 7D | +2.1% | -8.1% | +10.1% | +3.9% |
| 30D | -6.7% | -18.4% | +11.7% | -2.6% |
| 3M | -20.2% | -25.8% | +5.5% | -15.4% |
| 6M | -0.2% | -29.6% | +29.4% | +6.3% |
| YTD | -6.4% | +9.6% | -16.0% | -10.5% |
| 1Y | -3.1% | +14.1% | -17.2% | -8.3% |
| 3Y | +96.7% | +95.9% | +0.8% | +60.5% |
| 5Y | +21.3% | +298.3% | -277.1% | -16.7% |
| 10Y | +237.7% | +1,150.1% | -912.4% | +80.0% |
| All | +903.2% | +34,277.3% | -33,374.1% | +311.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling