+1.3%
BBY vs JAAA
+26.5%
-25.2%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.1% | +3.0% | +2.9% |
| 7D | +0.6% | +0.1% | +0.5% | +0.4% |
| 30D | +9.4% | +0.5% | +8.9% | +7.9% |
| 3M | +19.3% | +1.3% | +18.1% | +15.6% |
| 6M | +47.9% | +2.8% | +45.1% | +37.8% |
| YTD | +39.6% | +3.3% | +36.3% | +28.5% |
| 1Y | +22.2% | +4.9% | +17.3% | +8.0% |
| 3Y | +45.0% | +19.0% | +26.0% | +10.4% |
| All | +1.3% | +26.5% | -25.2% | -28.0% |
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 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