+592.1%
JPM vs BAH
+186.6%
+405.5%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | -0.4% | -1.3% | +0.9% | -0.1% |
| 30D | -1.4% | -6.6% | +5.2% | 0.0% |
| 3M | +13.9% | -7.2% | +21.1% | +15.4% |
| 6M | +23.5% | -10.0% | +33.5% | +25.3% |
| YTD | +11.6% | -12.5% | +24.1% | +13.2% |
| 1Y | +21.4% | -27.9% | +49.3% | +28.5% |
| 3Y | +163.4% | -31.4% | +194.8% | +166.6% |
| 5Y | +152.5% | -3.2% | +155.7% | +122.2% |
| 10Y | +592.1% | +191.5% | +400.7% | +353.8% |
| All | +592.1% | +186.6% | +405.5% | +353.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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