+152.5%
JPM vs BBAI
-71.3%
+223.8%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.1% | +3.4% | +0.4% |
| 7D | -0.4% | -4.1% | +3.6% | -0.4% |
| 30D | -1.4% | -12.4% | +11.0% | -1.2% |
| 3M | +13.9% | -29.1% | +43.0% | +14.4% |
| 6M | +23.5% | -32.6% | +56.1% | +24.0% |
| YTD | +11.6% | -47.6% | +59.2% | +12.3% |
| 1Y | +21.4% | -41.0% | +62.4% | +21.8% |
| 3Y | +163.4% | +67.5% | +96.0% | +160.2% |
| 5Y | +152.5% | -71.3% | +223.8% | +146.3% |
| All | +152.5% | -71.3% | +223.8% | +146.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling