+2,343.1%
JBL vs BAH
+886.2%
+1,456.9%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.5% | +3.0% | +1.9% |
| 7D | +3.0% | -3.2% | +6.3% | +3.9% |
| 30D | -8.3% | +2.0% | -10.3% | -8.9% |
| 3M | -16.9% | -7.6% | -9.3% | -15.8% |
| 6M | +21.8% | -5.7% | +27.4% | +21.6% |
| YTD | +36.3% | -11.7% | +48.0% | +37.2% |
| 1Y | +49.5% | -27.4% | +76.9% | +59.0% |
| 3Y | +170.6% | -32.5% | +203.2% | +181.2% |
| 5Y | +408.4% | -3.3% | +411.7% | +352.7% |
| 10Y | +1,450.4% | +186.0% | +1,264.4% | +828.0% |
| All | +2,343.1% | +886.2% | +1,456.9% | +762.6% |
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