-11.6%
BAM vs JAAA
+4.9%
-16.5%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | 0.0% | -2.4% | -2.6% |
| 7D | -3.9% | +0.1% | -4.0% | -4.9% |
| 30D | -8.8% | +0.5% | -9.3% | -13.2% |
| 3M | +2.2% | +1.2% | +0.9% | -11.2% |
| 6M | +5.9% | +2.7% | +3.2% | -21.9% |
| YTD | -6.1% | +3.2% | -9.3% | -33.3% |
| 1Y | -11.6% | +4.8% | -16.4% | -48.8% |
| All | -11.6% | +4.9% | -16.5% | -48.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling