-3.2%
BAH vs JAAA
+26.7%
-29.9%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -1.3% | +0.1% | -1.4% | -1.4% |
| 30D | -6.6% | +0.5% | -7.1% | -6.7% |
| 3M | -7.2% | +1.2% | -8.4% | -7.5% |
| 6M | -10.0% | +2.7% | -12.7% | -10.6% |
| YTD | -12.5% | +3.2% | -15.7% | -13.1% |
| 1Y | -27.9% | +4.8% | -32.7% | -28.6% |
| 3Y | -31.4% | +19.0% | -50.4% | -31.3% |
| 5Y | -3.2% | +26.8% | -30.0% | -4.5% |
| All | -3.2% | +26.7% | -29.9% | -4.5% |
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