+132.6%
JPM vs BA
-21.9%
+154.5%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.7% | +1.5% | +0.3% |
| 7D | +1.6% | -0.6% | +2.2% | +1.8% |
| 30D | +3.4% | -8.0% | +11.4% | +5.4% |
| 3M | -5.7% | -25.8% | +20.1% | +1.5% |
| 6M | +13.5% | -27.6% | +41.1% | +22.4% |
| YTD | +8.4% | -21.0% | +29.4% | +13.6% |
| 1Y | +9.1% | -12.3% | +21.3% | +10.9% |
| 3Y | +149.5% | -12.8% | +162.3% | +145.4% |
| 5Y | +132.6% | -22.4% | +155.0% | +126.4% |
| All | +132.6% | -21.9% | +154.5% | +126.4% |
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