+1,093.8%
BAC vs JPM
+10,805.7%
-9,711.8%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.3% |
| 7D | -1.9% | -2.5% | +0.6% | +0.2% |
| 30D | -7.2% | +2.7% | -9.9% | -9.3% |
| 3M | -20.4% | -4.7% | -15.7% | -17.3% |
| 6M | +1.3% | +15.6% | -14.3% | -10.3% |
| YTD | -6.4% | +8.6% | -15.0% | -12.9% |
| 1Y | -3.5% | +10.9% | -14.4% | -12.0% |
| 3Y | +96.7% | +149.9% | -53.2% | -8.9% |
| 5Y | +20.6% | +131.9% | -111.3% | -40.3% |
| 10Y | +233.0% | +481.0% | -248.0% | -17.5% |
| All | +1,093.8% | +10,805.7% | -9,711.8% | -47.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling