-16.9%
BBWI vs JAAA
+29.3%
-46.2%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.1% | +2.8% | +2.7% |
| 7D | +1.5% | +0.2% | +1.3% | +1.1% |
| 30D | -5.2% | +0.5% | -5.7% | -6.4% |
| 3M | +11.1% | +1.3% | +9.8% | +7.8% |
| 6M | -13.4% | +2.7% | -16.0% | -18.7% |
| YTD | +0.1% | +3.2% | -3.1% | -7.1% |
| 1Y | -36.1% | +4.9% | -41.1% | -42.9% |
| 3Y | -44.1% | +19.0% | -63.1% | -56.9% |
| 5Y | -66.2% | +26.8% | -93.0% | -75.8% |
| All | -16.9% | +29.3% | -46.2% | -49.2% |
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