+35.2%
BN vs JAAA
+26.8%
+8.4%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | 0.0% | -1.9% | -2.0% |
| 7D | -3.0% | +0.1% | -3.1% | -3.2% |
| 30D | -13.0% | +0.5% | -13.5% | -14.0% |
| 3M | -15.2% | +1.2% | -16.5% | -17.8% |
| 6M | -5.9% | +2.7% | -8.6% | -11.9% |
| YTD | -15.8% | +3.2% | -19.0% | -21.8% |
| 1Y | -12.2% | +4.8% | -17.0% | -21.1% |
| 3Y | +72.2% | +19.0% | +53.2% | +43.8% |
| All | +35.2% | +26.8% | +8.4% | +3.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling