+21.9%
BAC vs JPM
+131.4%
-109.5%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.3% | 0.0% | +0.3% |
| 7D | +2.0% | +0.4% | +1.5% | +1.6% |
| 30D | -6.9% | +2.7% | -9.7% | -9.2% |
| 3M | -19.6% | -3.8% | -15.7% | -16.8% |
| 6M | -0.5% | +14.3% | -14.8% | -11.7% |
| YTD | -6.6% | +8.2% | -14.8% | -13.3% |
| 1Y | -3.0% | +11.0% | -13.9% | -12.2% |
| 3Y | +97.3% | +152.7% | -55.3% | -18.3% |
| 5Y | +21.9% | +130.8% | -108.9% | -46.2% |
| All | +21.9% | +131.4% | -109.5% | -46.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling