-10.7%
BDX vs JAAA
+18.9%
-29.6%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | 0.0% | -1.9% | -1.8% |
| 7D | -5.4% | +0.1% | -5.5% | -5.6% |
| 30D | -2.2% | +0.4% | -2.6% | -3.2% |
| 3M | +20.1% | +1.2% | +18.9% | +16.7% |
| 6M | +9.1% | +2.7% | +6.4% | +2.5% |
| YTD | +17.9% | +3.2% | +14.7% | +9.5% |
| 1Y | +22.1% | +4.8% | +17.2% | +9.4% |
| All | -10.7% | +18.9% | -29.6% | -21.9% |
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 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