+93.8%
BAM vs JAAA
+27.2%
+66.6%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | 0.0% | +2.3% | +2.3% |
| 7D | +5.3% | +0.1% | +5.2% | +5.1% |
| 30D | +18.1% | +0.4% | +17.7% | +16.7% |
| 3M | +4.2% | +1.1% | +3.1% | +0.7% |
| 6M | +11.1% | +2.3% | +8.8% | +3.7% |
| YTD | +6.6% | +3.9% | +2.7% | -4.7% |
| 1Y | +6.2% | +4.8% | +1.4% | -7.2% |
| 3Y | +95.0% | +18.4% | +76.6% | +63.3% |
| All | +93.8% | +27.2% | +66.6% | +61.5% |
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 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