-29.3%
BIDU vs JAAA
+29.4%
-58.7%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.8% | +0.8% |
| 7D | -8.1% | +0.1% | -8.2% | -8.2% |
| 30D | -12.8% | +0.5% | -13.4% | -13.5% |
| 3M | -21.3% | +1.3% | -22.5% | -22.7% |
| 6M | -27.0% | +2.8% | -29.8% | -29.9% |
| YTD | -30.0% | +3.3% | -33.3% | -33.3% |
| 1Y | -18.3% | +4.9% | -23.2% | -23.6% |
| 3Y | -33.8% | +19.0% | -52.8% | -44.2% |
| 5Y | -44.3% | +26.9% | -71.2% | -56.4% |
| All | -29.3% | +29.4% | -58.7% | -47.9% |
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