-27.8%
BB vs JAAA
+26.7%
-54.5%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.5% | -1.6% |
| 7D | +1.8% | +0.1% | +1.7% | +1.7% |
| 30D | -12.2% | +0.5% | -12.7% | -12.8% |
| 3M | -12.3% | +1.2% | -13.6% | -13.9% |
| 6M | +122.7% | +2.7% | +120.0% | +114.6% |
| YTD | +104.5% | +3.2% | +101.3% | +96.0% |
| 1Y | +106.7% | +4.8% | +101.9% | +94.4% |
| 3Y | +70.0% | +19.0% | +51.0% | +56.0% |
| 5Y | -27.8% | +26.8% | -54.6% | -33.6% |
| All | -27.8% | +26.7% | -54.5% | -33.6% |
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