-14.4%
BN vs JAAA
+4.7%
-19.1%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.0% |
| 7D | -5.9% | +0.1% | -5.9% | -6.7% |
| 30D | -15.1% | +0.4% | -15.5% | -19.4% |
| 3M | -14.6% | +1.2% | -15.8% | -26.5% |
| 6M | -8.4% | +2.7% | -11.1% | -34.4% |
| YTD | -16.8% | +3.2% | -20.0% | -42.6% |
| 1Y | -14.4% | +4.8% | -19.2% | -52.8% |
| All | -14.4% | +4.7% | -19.1% | -52.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling