+47.8%
BB vs JAAA
+29.4%
+18.4%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.6% | +1.7% |
| 7D | -0.4% | +0.1% | -0.5% | -0.4% |
| 30D | -12.5% | +0.5% | -13.1% | -12.7% |
| 3M | -17.4% | +1.3% | -18.7% | -17.8% |
| 6M | +119.1% | +2.8% | +116.4% | +117.1% |
| YTD | +102.4% | +3.3% | +99.1% | +100.3% |
| 1Y | +98.2% | +4.9% | +93.3% | +95.7% |
| 3Y | +46.9% | +19.0% | +28.0% | +63.8% |
| 5Y | -26.4% | +26.9% | -53.3% | -15.3% |
| All | +47.8% | +29.4% | +18.4% | +93.7% |
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