+89.1%
JBL vs BAM
+85.9%
+3.2%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.9% | +0.2% | +0.7% |
| 7D | -12.3% | +9.7% | -22.0% | -16.2% |
| 30D | -20.2% | +19.0% | -39.2% | -26.7% |
| 3M | -30.6% | +0.6% | -31.2% | -31.1% |
| 6M | -35.8% | +11.1% | -46.8% | -39.4% |
| YTD | +4.9% | +4.2% | +0.8% | +1.1% |
| 1Y | +11.3% | +3.3% | +8.0% | +7.7% |
| 3Y | +89.1% | +88.8% | +0.3% | +62.2% |
| All | +89.1% | +85.9% | +3.2% | +62.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling