+151.0%
JPM vs BA
-14.2%
+165.3%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.3% | +0.2% |
| 7D | -2.5% | -1.4% | -1.1% | -2.2% |
| 30D | +2.7% | -7.9% | +10.6% | +4.4% |
| 3M | -4.7% | -25.2% | +20.5% | +1.4% |
| 6M | +15.6% | -26.7% | +42.3% | +23.1% |
| YTD | +8.6% | -19.6% | +28.2% | +12.6% |
| 1Y | +10.9% | -10.6% | +21.5% | +11.9% |
| All | +151.0% | -14.2% | +165.3% | +144.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling