+481.0%
JPM vs BAH
+211.3%
+269.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +1.0% | +0.5% |
| 7D | -2.5% | -1.6% | -0.9% | -2.2% |
| 30D | +2.7% | +18.0% | -15.3% | -1.0% |
| 3M | -4.7% | +11.4% | -16.1% | -7.2% |
| 6M | +15.6% | +17.7% | -2.1% | +10.5% |
| YTD | +8.6% | +5.4% | +3.3% | +5.5% |
| 1Y | +10.9% | +2.8% | +8.1% | +8.2% |
| 3Y | +149.9% | -26.7% | +176.6% | +152.6% |
| 5Y | +131.9% | +8.1% | +123.9% | +101.2% |
| 10Y | +481.0% | +202.5% | +278.5% | +274.6% |
| All | +481.0% | +211.3% | +269.7% | +274.6% |
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