+419.5%
BNY vs JAAA
+29.4%
+390.2%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | 0.0% | -0.1% |
| 7D | -1.3% | +0.1% | -1.4% | -1.5% |
| 30D | -0.2% | +0.5% | -0.7% | -1.1% |
| 3M | +14.9% | +1.3% | +13.7% | +12.4% |
| 6M | +40.0% | +2.8% | +37.2% | +33.4% |
| YTD | +42.0% | +3.3% | +38.7% | +34.2% |
| 1Y | +56.9% | +4.9% | +51.9% | +44.3% |
| 3Y | +289.9% | +19.0% | +270.9% | +217.6% |
| 5Y | +259.2% | +26.9% | +232.3% | +173.1% |
| All | +419.5% | +29.4% | +390.2% | +254.1% |
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