+251.1%
JBL vs BAM
+90.5%
+160.5%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +2.3% | +3.3% | +4.7% |
| 7D | -5.2% | +5.3% | -10.4% | -7.3% |
| 30D | -17.5% | +18.1% | -35.6% | -23.6% |
| 3M | -26.0% | +4.2% | -30.2% | -27.5% |
| 6M | -28.9% | +11.1% | -39.9% | -32.6% |
| YTD | +10.8% | +6.6% | +4.2% | +6.1% |
| 1Y | +18.3% | +6.2% | +12.1% | +13.4% |
| 3Y | +102.2% | +95.0% | +7.2% | +52.4% |
| All | +251.1% | +90.5% | +160.5% | +163.6% |
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