+2.2%
BAH vs JAAA
+29.3%
-27.1%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.1% | -1.5% | -1.5% |
| 7D | -3.2% | +0.2% | -3.4% | -3.3% |
| 30D | +2.0% | +0.5% | +1.5% | +1.9% |
| 3M | -7.6% | +1.3% | -8.9% | -7.8% |
| 6M | -5.7% | +2.7% | -8.3% | -5.9% |
| YTD | -11.7% | +3.2% | -14.9% | -12.0% |
| 1Y | -27.4% | +4.9% | -32.3% | -27.6% |
| 3Y | -32.5% | +19.0% | -51.5% | -31.1% |
| 5Y | -3.3% | +26.8% | -30.1% | -0.4% |
| All | +2.2% | +29.3% | -27.1% | +6.2% |
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