-22.5%
BBWI vs JAAA
+18.5%
-41.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | 0.0% | -2.9% | -2.9% |
| 7D | -4.5% | +0.1% | -4.6% | -5.2% |
| 30D | +17.1% | +0.4% | +16.7% | +14.0% |
| 3M | +17.5% | +1.2% | +16.3% | +8.5% |
| 6M | +12.8% | +2.3% | +10.5% | -2.7% |
| YTD | +8.2% | +4.0% | +4.2% | -16.1% |
| 1Y | -1.8% | +4.8% | -6.6% | -27.7% |
| All | -22.5% | +18.5% | -41.0% | -61.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling