+1,271.2%
JPM vs BAH
+886.2%
+385.0%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.5% | -0.6% |
| 7D | +0.3% | -3.2% | +3.5% | +1.1% |
| 30D | -0.2% | +2.0% | -2.2% | -0.8% |
| 3M | +15.9% | -7.6% | +23.5% | +17.6% |
| 6M | +20.9% | -5.7% | +26.6% | +21.3% |
| YTD | +12.9% | -11.7% | +24.6% | +14.4% |
| 1Y | +20.3% | -27.4% | +47.7% | +28.1% |
| 3Y | +160.9% | -32.5% | +193.5% | +169.7% |
| 5Y | +154.8% | -3.3% | +158.2% | +128.3% |
| 10Y | +591.1% | +186.0% | +405.1% | +319.0% |
| All | +1,271.2% | +886.2% | +385.0% | +371.2% |
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