+169.3%
BKNG vs JAAA
+29.3%
+140.0%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.6% |
| 7D | -10.7% | +0.1% | -10.7% | -10.8% |
| 30D | -18.1% | +0.4% | -18.5% | -18.8% |
| 3M | +8.5% | +1.2% | +7.3% | +6.1% |
| 6M | -0.1% | +2.7% | -2.7% | -4.8% |
| YTD | -18.2% | +3.2% | -21.4% | -22.8% |
| 1Y | -19.9% | +4.8% | -24.7% | -26.4% |
| 3Y | +41.6% | +19.0% | +22.6% | +13.0% |
| 5Y | +93.1% | +26.8% | +66.3% | +43.5% |
| All | +169.3% | +29.3% | +140.0% | +80.0% |
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 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