-35.3%
BBWI vs JAAA
+4.7%
-40.1%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.4% | -1.3% |
| 7D | -8.0% | +0.1% | -8.1% | -8.6% |
| 30D | -6.6% | +0.4% | -7.1% | -10.0% |
| 3M | -2.7% | +1.2% | -3.9% | -12.0% |
| 6M | -12.8% | +2.7% | -15.4% | -31.0% |
| YTD | -10.5% | +3.2% | -13.7% | -32.6% |
| 1Y | -35.3% | +4.8% | -40.2% | -56.4% |
| All | -35.3% | +4.7% | -40.1% | -56.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling