+290.9%
BP vs JAAA
+29.4%
+261.5%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | 0.0% | -0.1% |
| 7D | +5.2% | +0.1% | +5.1% | +5.1% |
| 30D | +8.7% | +0.5% | +8.2% | +8.0% |
| 3M | +9.3% | +1.3% | +8.1% | +7.7% |
| 6M | +13.6% | +2.8% | +10.8% | +9.9% |
| YTD | +37.7% | +3.3% | +34.4% | +32.4% |
| 1Y | +40.6% | +4.9% | +35.7% | +32.5% |
| 3Y | +40.3% | +19.0% | +21.4% | +27.6% |
| 5Y | +141.4% | +26.9% | +114.5% | +114.0% |
| All | +290.9% | +29.4% | +261.5% | +221.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling