+70.7%
BAM vs JAAA
+26.3%
+44.4%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | 0.0% | -2.4% | -2.4% |
| 7D | -3.9% | +0.1% | -4.0% | -4.2% |
| 30D | -8.8% | +0.5% | -9.3% | -10.1% |
| 3M | +2.2% | +1.2% | +0.9% | -1.6% |
| 6M | +5.9% | +2.7% | +3.2% | -2.3% |
| YTD | -6.1% | +3.2% | -9.3% | -14.4% |
| 1Y | -11.6% | +4.8% | -16.4% | -22.5% |
| 3Y | +51.7% | +19.0% | +32.7% | +30.1% |
| All | +70.7% | +26.3% | +44.4% | +45.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling