+521.1%
JPM vs BA
+33.2%
+487.9%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.4% | -1.0% |
| 7D | -0.8% | +1.1% | -1.8% | -1.1% |
| 30D | +1.5% | -7.9% | +9.4% | +4.1% |
| 3M | -5.7% | -25.3% | +19.7% | +3.8% |
| 6M | +7.2% | -24.6% | +31.8% | +16.8% |
| YTD | +5.8% | -20.1% | +25.9% | +12.2% |
| 1Y | +8.8% | -11.8% | +20.5% | +11.0% |
| 3Y | +147.4% | -10.1% | +157.5% | +140.8% |
| 5Y | +125.3% | -22.7% | +148.1% | +122.6% |
| All | +521.1% | +33.2% | +487.9% | +283.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BA.
Daily Out/Under-Performance
Portfolio return minus BA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BA 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 BA 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