+253.4%
JBL vs BAM
+81.2%
+172.2%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.2% | -2.4% | -2.3% |
| 7D | +6.3% | -2.7% | +9.0% | +7.5% |
| 30D | -13.5% | +15.5% | -29.0% | -19.2% |
| 3M | -31.3% | -6.9% | -24.5% | -29.5% |
| 6M | -28.4% | +9.9% | -38.3% | -32.0% |
| YTD | +11.6% | +1.4% | +10.2% | +9.0% |
| 1Y | +26.1% | +3.3% | +22.9% | +22.0% |
| 3Y | +97.4% | +83.6% | +13.7% | +52.4% |
| All | +253.4% | +81.2% | +172.2% | +170.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BAM.
Daily Out/Under-Performance
Portfolio return minus BAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAM 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 BAM 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