+95.9%
BLK vs JAAA
+29.4%
+66.5%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.1% | +1.5% | +1.5% |
| 7D | -3.3% | +0.1% | -3.4% | -3.5% |
| 30D | -6.5% | +0.5% | -7.1% | -7.6% |
| 3M | +6.7% | +1.3% | +5.5% | +3.9% |
| 6M | +14.7% | +2.8% | +11.9% | +8.2% |
| YTD | +2.5% | +3.3% | -0.7% | -4.1% |
| 1Y | -2.8% | +4.9% | -7.7% | -11.8% |
| 3Y | +65.9% | +19.0% | +46.9% | +34.5% |
| 5Y | +33.0% | +26.9% | +6.1% | +2.2% |
| All | +95.9% | +29.4% | +66.5% | +42.4% |
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