+63.5%
BAM vs JAAA
+18.9%
+44.5%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.2% |
| 7D | -2.0% | +0.2% | -2.1% | -2.8% |
| 30D | -2.9% | +0.5% | -3.5% | -5.4% |
| 3M | +9.4% | +1.3% | +8.1% | +2.7% |
| 6M | +10.8% | +2.7% | +8.1% | -2.6% |
| YTD | -0.4% | +3.2% | -3.6% | -14.2% |
| 1Y | -10.9% | +4.9% | -15.8% | -28.6% |
| All | +63.5% | +18.9% | +44.5% | +49.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling