-64.4%
BAX vs JAAA
+29.3%
-93.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.9% | +0.8% |
| 7D | -1.1% | +0.2% | -1.3% | -1.5% |
| 30D | -5.5% | +0.5% | -6.0% | -6.5% |
| 3M | +33.5% | +1.3% | +32.3% | +30.0% |
| 6M | +35.9% | +2.7% | +33.2% | +28.7% |
| YTD | +35.4% | +3.2% | +32.2% | +26.9% |
| 1Y | +9.8% | +4.9% | +4.8% | -0.3% |
| 3Y | -32.7% | +19.0% | -51.7% | -45.5% |
| 5Y | -65.6% | +26.8% | -92.4% | -73.5% |
| All | -64.4% | +29.3% | -93.7% | -74.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling