+1,525.1%
JBL vs BAH
+207.9%
+1,317.1%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +0.3% | +4.8% | +5.0% |
| 7D | +2.4% | +4.3% | -1.8% | +1.4% |
| 30D | -13.1% | -2.5% | -10.7% | -12.8% |
| 3M | -15.6% | -0.9% | -14.6% | -15.9% |
| 6M | +24.6% | +1.5% | +23.1% | +22.5% |
| YTD | +39.6% | -8.0% | +47.6% | +39.3% |
| 1Y | +48.6% | -24.7% | +73.4% | +56.5% |
| 3Y | +197.3% | -28.4% | +225.7% | +200.7% |
| 5Y | +413.0% | +2.8% | +410.2% | +337.8% |
| All | +1,525.1% | +207.9% | +1,317.1% | +869.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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