-26.4%
BA vs JAAA
+27.5%
-54.0%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | -0.1% | -0.1% |
| 7D | -1.1% | +0.1% | -1.2% | -1.3% |
| 30D | -7.1% | +0.4% | -7.6% | -8.0% |
| 3M | -25.5% | +1.2% | -26.7% | -27.4% |
| 6M | -28.7% | +2.3% | -31.0% | -32.0% |
| YTD | -21.0% | +4.0% | -25.0% | -27.1% |
| 1Y | -11.9% | +4.8% | -16.7% | -20.0% |
| 3Y | -16.2% | +18.4% | -34.6% | -31.9% |
| All | -26.4% | +27.5% | -54.0% | -46.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling