+48.6%
JBL vs BAH
-24.0%
+72.7%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +0.3% | +4.8% | +5.1% |
| 7D | +2.4% | +4.3% | -1.8% | +2.9% |
| 30D | -13.1% | -2.5% | -10.7% | -13.2% |
| 3M | -15.6% | -0.9% | -14.6% | -13.9% |
| 6M | +24.6% | +1.5% | +23.1% | +26.7% |
| YTD | +39.6% | -8.0% | +47.6% | +42.4% |
| 1Y | +48.6% | -24.7% | +73.4% | +48.0% |
| All | +48.6% | -24.0% | +72.7% | +48.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling