-63.7%
BAX vs JAAA
+30.2%
-94.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -0.6% | +0.1% | -0.7% | -0.8% |
| 30D | +6.3% | +0.4% | +5.9% | +5.4% |
| 3M | -4.6% | +1.2% | -5.7% | -6.9% |
| 6M | +50.4% | +2.3% | +48.0% | +43.2% |
| YTD | +38.0% | +4.0% | +34.1% | +27.4% |
| 1Y | +44.6% | +4.8% | +39.8% | +31.4% |
| 3Y | -15.1% | +18.5% | -33.6% | -31.9% |
| 5Y | -63.3% | +27.5% | -90.8% | -72.2% |
| All | -63.7% | +30.2% | -94.0% | -74.1% |
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 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