-66.9%
BAX vs JAAA
+26.4%
-93.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | 0.0% | -3.8% | -3.8% |
| 7D | -2.4% | +0.1% | -2.5% | -2.7% |
| 30D | -9.7% | +0.5% | -10.2% | -10.7% |
| 3M | +29.3% | +1.2% | +28.1% | +25.8% |
| 6M | +40.7% | +2.8% | +37.8% | +32.2% |
| YTD | +30.3% | +3.2% | +27.1% | +21.6% |
| 1Y | +3.4% | +4.8% | -1.4% | -6.6% |
| 3Y | -32.0% | +19.0% | -51.0% | -45.4% |
| 5Y | -66.9% | +26.8% | -93.7% | -74.0% |
| All | -66.9% | +26.4% | -93.3% | -74.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling