+164.3%
JPM vs BBAI
-71.3%
+235.6%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.8% | -1.0% | +0.7% |
| 7D | -0.7% | -1.7% | +1.0% | -0.6% |
| 30D | -2.5% | -12.0% | +9.5% | -2.3% |
| 3M | +14.1% | -30.7% | +44.8% | +14.6% |
| 6M | +25.1% | -30.7% | +55.8% | +25.5% |
| YTD | +12.1% | -46.9% | +59.0% | +12.8% |
| 1Y | +18.8% | -41.1% | +59.9% | +19.2% |
| 3Y | +163.4% | +65.9% | +97.5% | +160.1% |
| 5Y | +156.5% | -70.9% | +227.4% | +152.0% |
| All | +164.3% | -71.3% | +235.6% | +159.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BBAI.
Daily Out/Under-Performance
Portfolio return minus BBAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBAI 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 BBAI 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