-63.5%
JD vs BAH
+7.8%
-71.3%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.2% | -1.5% | -1.3% |
| 7D | -4.0% | -2.6% | -1.5% | -3.8% |
| 30D | +2.7% | +20.4% | -17.7% | +1.1% |
| 3M | -13.0% | +11.9% | -24.9% | -13.9% |
| 6M | -12.7% | +17.1% | -29.8% | -14.1% |
| YTD | -0.8% | +5.5% | -6.3% | -1.8% |
| 1Y | -8.9% | +5.6% | -14.5% | -9.9% |
| 3Y | +17.0% | -26.5% | +43.6% | +18.7% |
| 5Y | -63.5% | +6.5% | -70.0% | -66.2% |
| All | -63.5% | +7.8% | -71.3% | -66.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling