+27.0%
BA vs JAAA
+29.3%
-2.3%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.7% |
| 7D | +1.2% | +0.2% | +1.0% | +0.8% |
| 30D | -11.6% | +0.5% | -12.2% | -12.7% |
| 3M | -2.4% | +1.3% | -3.6% | -5.1% |
| 6M | -6.6% | +2.7% | -9.3% | -11.9% |
| YTD | -2.2% | +3.2% | -5.4% | -8.8% |
| 1Y | -8.0% | +4.9% | -12.9% | -17.2% |
| 3Y | -5.0% | +19.0% | -24.0% | -26.1% |
| 5Y | -2.7% | +26.8% | -29.5% | -29.7% |
| All | +27.0% | +29.3% | -2.3% | -27.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling