+146.5%
BAC vs JAAA
+30.2%
+116.3%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.2% | +0.2% |
| 7D | +2.1% | +0.1% | +2.0% | +1.9% |
| 30D | -6.7% | +0.4% | -7.1% | -7.6% |
| 3M | -20.2% | +1.2% | -21.4% | -22.4% |
| 6M | -0.2% | +2.3% | -2.5% | -5.4% |
| YTD | -6.4% | +3.9% | -10.3% | -14.3% |
| 1Y | -3.1% | +4.8% | -7.9% | -12.9% |
| 3Y | +96.7% | +18.5% | +78.3% | +50.9% |
| 5Y | +21.3% | +27.5% | -6.2% | -15.3% |
| All | +146.5% | +30.2% | +116.3% | +56.4% |
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