-28.8%
BIDU vs JAAA
+29.3%
-58.1%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -2.4% | +0.1% | -2.5% | -2.6% |
| 30D | -16.0% | +0.5% | -16.4% | -16.5% |
| 3M | -24.0% | +1.2% | -25.3% | -25.4% |
| 6M | -24.9% | +2.7% | -27.6% | -27.8% |
| YTD | -29.6% | +3.2% | -32.8% | -32.8% |
| 1Y | -15.2% | +4.8% | -20.0% | -20.6% |
| 3Y | -32.2% | +19.0% | -51.2% | -42.8% |
| 5Y | -43.8% | +26.8% | -70.5% | -55.9% |
| All | -28.8% | +29.3% | -58.1% | -47.5% |
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