+1,140.6%
BAC vs JBL
+42,747.1%
-41,606.6%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.8% | +0.5% |
| 7D | +0.6% | +4.0% | -3.4% | -0.3% |
| 30D | -1.4% | -7.5% | +6.1% | +0.1% |
| 3M | +15.7% | -14.1% | +29.8% | +18.7% |
| 6M | +32.2% | +25.9% | +6.3% | +23.6% |
| YTD | +15.8% | +36.7% | -20.9% | +5.9% |
| 1Y | +27.3% | +49.0% | -21.7% | +13.5% |
| 3Y | +137.5% | +191.8% | -54.3% | +77.2% |
| 5Y | +73.1% | +409.8% | -336.7% | +12.9% |
| 10Y | +397.7% | +1,509.2% | -1,111.5% | +151.9% |
| All | +1,140.6% | +42,747.1% | -41,606.6% | +386.9% |
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