-30.8%
JBL vs BAM
+11.1%
-41.9%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +2.3% | +3.3% | +5.1% |
| 7D | -5.2% | +5.3% | -10.4% | -6.0% |
| 30D | -17.5% | +18.1% | -35.6% | -20.9% |
| 3M | -26.0% | +4.2% | -30.2% | -26.2% |
| All | -30.8% | +11.1% | -41.9% | -32.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling