+155.3%
JPM vs BA
-1.7%
+157.0%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.8% | -1.8% | -1.2% |
| 7D | +0.3% | +1.2% | -0.9% | 0.0% |
| 30D | -0.2% | -11.6% | +11.5% | +3.1% |
| 3M | +15.9% | -2.4% | +18.3% | +16.2% |
| 6M | +20.9% | -6.6% | +27.6% | +22.2% |
| YTD | +12.9% | -2.2% | +15.1% | +12.3% |
| 1Y | +20.3% | -8.0% | +28.3% | +21.3% |
| 3Y | +160.9% | -5.0% | +165.9% | +153.0% |
| All | +155.3% | -1.7% | +157.0% | +134.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling