-70.3%
BBAI vs JAAA
+27.8%
-98.1%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -1.0% | +0.1% | -1.1% | -1.2% |
| 30D | -10.7% | +0.5% | -11.2% | -11.5% |
| 3M | -32.3% | +1.2% | -33.5% | -33.9% |
| 6M | -31.3% | +2.8% | -34.1% | -35.1% |
| YTD | -45.9% | +3.2% | -49.1% | -49.3% |
| 1Y | -40.0% | +4.8% | -44.9% | -45.5% |
| 3Y | +72.8% | +19.0% | +53.8% | +44.0% |
| 5Y | -70.4% | +26.8% | -97.2% | -72.9% |
| All | -70.3% | +27.8% | -98.1% | -72.9% |
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