+214.5%
BAC vs JPM
+475.8%
-261.4%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.2% |
| 7D | +1.5% | +1.6% | -0.1% | -0.1% |
| 30D | -6.4% | +3.4% | -9.8% | -9.6% |
| 3M | -21.7% | -5.7% | -16.0% | -17.2% |
| 6M | +0.5% | +13.5% | -13.0% | -11.6% |
| YTD | -6.7% | +8.4% | -15.1% | -14.5% |
| 1Y | -4.7% | +9.1% | -13.7% | -13.5% |
| 3Y | +96.1% | +149.5% | -53.4% | -24.6% |
| 5Y | +21.7% | +132.6% | -110.9% | -50.0% |
| All | +214.5% | +475.8% | -261.4% | -52.4% |
Cumulative growth
Daily Returns
Daily percentage return beside JPM.
Daily Out/Under-Performance
Portfolio return minus JPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JPM 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 JPM 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