+506.0%
JPM vs BA
+31.3%
+474.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.6% | +2.9% | +2.5% |
| 7D | +0.4% | -1.7% | +2.2% | +1.1% |
| 30D | +2.7% | -9.5% | +12.2% | +6.0% |
| 3M | -3.8% | -26.5% | +22.6% | +6.4% |
| 6M | +14.3% | -27.4% | +41.7% | +26.2% |
| YTD | +8.2% | -20.6% | +28.8% | +15.0% |
| 1Y | +11.0% | -11.4% | +22.4% | +13.1% |
| 3Y | +152.7% | -10.8% | +163.5% | +146.6% |
| 5Y | +130.8% | -21.9% | +152.7% | +127.0% |
| 10Y | +506.0% | +28.1% | +477.8% | +308.0% |
| All | +506.0% | +31.3% | +474.7% | +308.0% |
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