+135.5%
BN vs JAAA
+29.3%
+106.2%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.5% |
| 7D | -2.5% | +0.2% | -2.6% | -2.9% |
| 30D | -9.5% | +0.5% | -10.0% | -10.8% |
| 3M | -10.4% | +1.3% | -11.7% | -13.3% |
| 6M | -6.4% | +2.7% | -9.0% | -12.5% |
| YTD | -11.9% | +3.2% | -15.0% | -18.6% |
| 1Y | -8.6% | +4.9% | -13.5% | -18.8% |
| 3Y | +77.6% | +19.0% | +58.6% | +39.3% |
| 5Y | +37.0% | +26.8% | +10.2% | +0.4% |
| All | +135.5% | +29.3% | +106.2% | +39.2% |
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