-10.1%
BA vs JAAA
+18.6%
-28.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.3% |
| 7D | +1.1% | +0.2% | +0.9% | +0.2% |
| 30D | -7.9% | +0.4% | -8.4% | -10.1% |
| 3M | -25.3% | +1.2% | -26.5% | -30.2% |
| 6M | -24.6% | +2.3% | -26.9% | -33.7% |
| YTD | -20.1% | +3.9% | -24.0% | -35.4% |
| 1Y | -11.8% | +4.8% | -16.6% | -32.2% |
| 3Y | -10.1% | +18.5% | -28.7% | -52.8% |
| All | -10.1% | +18.6% | -28.8% | -52.8% |
Cumulative growth
Daily Returns
Daily percentage return beside JAAA.
Daily Out/Under-Performance
Portfolio return minus JAAA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JAAA 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 3y: compounded portfolio wealth divided by compounded JAAA 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…
3y analysis · Full analysis span regression · 6 months rolling