+72.1%
BN vs JAAA
+18.9%
+53.2%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | 0.0% | -2.6% | -2.6% |
| 7D | -1.2% | +0.1% | -1.3% | -1.9% |
| 30D | -10.9% | +0.5% | -11.4% | -13.7% |
| 3M | -11.1% | +1.2% | -12.3% | -18.2% |
| 6M | -4.4% | +2.8% | -7.2% | -21.2% |
| YTD | -14.1% | +3.2% | -17.3% | -30.5% |
| 1Y | -11.1% | +4.8% | -15.9% | -35.0% |
| All | +72.1% | +18.9% | +53.2% | +45.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling