+8.3%
BDX vs JAAA
+29.4%
-21.1%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.7% |
| 7D | -3.2% | +0.1% | -3.2% | -3.2% |
| 30D | -2.5% | +0.5% | -3.1% | -3.1% |
| 3M | +21.4% | +1.3% | +20.1% | +19.9% |
| 6M | +10.4% | +2.8% | +7.6% | +7.5% |
| YTD | +18.8% | +3.3% | +15.6% | +15.2% |
| 1Y | +21.7% | +4.9% | +16.8% | +16.2% |
| 3Y | -10.0% | +19.0% | -28.9% | -19.2% |
| 5Y | -1.8% | +26.9% | -28.7% | -15.2% |
| All | +8.3% | +29.4% | -21.1% | -6.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling