+21.4%
JPM vs BAH
-26.7%
+48.1%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | -0.4% | -1.3% | +0.9% | -0.3% |
| 30D | -1.4% | -6.6% | +5.2% | -1.0% |
| 3M | +13.9% | -7.2% | +21.1% | +14.7% |
| 6M | +23.5% | -10.0% | +33.5% | +24.3% |
| YTD | +11.6% | -12.5% | +24.1% | +11.8% |
| 1Y | +21.4% | -27.9% | +49.3% | +20.0% |
| All | +21.4% | -26.7% | +48.1% | +20.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling