+1,900.1%
JBL vs BAH
+1,076.0%
+824.1%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.3% | -1.9% | -2.1% |
| 7D | +6.3% | +1.7% | +4.6% | +5.9% |
| 30D | -13.5% | +20.8% | -34.3% | -17.9% |
| 3M | -31.3% | +11.6% | -42.9% | -33.8% |
| 6M | -28.4% | +23.1% | -51.5% | -33.5% |
| YTD | +11.6% | +5.3% | +6.3% | +6.6% |
| 1Y | +26.1% | +6.1% | +20.0% | +20.1% |
| 3Y | +97.4% | -27.5% | +124.8% | +102.1% |
| 5Y | +301.0% | +6.2% | +294.8% | +250.4% |
| 10Y | +1,151.1% | +202.2% | +948.8% | +640.7% |
| All | +1,900.1% | +1,076.0% | +824.1% | +570.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling