+1,214.4%
JPM vs BAH
+1,084.3%
+130.1%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.2% |
| 7D | +1.2% | +0.5% | +0.8% | +1.1% |
| 30D | +2.7% | +18.2% | -15.5% | -1.8% |
| 3M | -4.5% | +13.1% | -17.5% | -7.9% |
| 6M | +14.3% | +15.2% | -0.9% | +8.9% |
| YTD | +8.2% | +6.0% | +2.2% | +4.2% |
| 1Y | +10.0% | +3.1% | +6.9% | +6.6% |
| 3Y | +149.0% | -26.2% | +175.2% | +152.8% |
| 5Y | +131.0% | +9.3% | +121.7% | +101.4% |
| 10Y | +479.1% | +212.3% | +266.8% | +245.0% |
| All | +1,214.4% | +1,084.3% | +130.1% | +329.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling