+291.9%
BP vs JAAA
+30.3%
+261.6%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.8% | +0.8% |
| 7D | +3.8% | +0.1% | +3.7% | +3.7% |
| 30D | -5.3% | +0.4% | -5.7% | -5.8% |
| 3M | +9.3% | +1.2% | +8.0% | +7.7% |
| 6M | +7.2% | +2.3% | +4.9% | +4.4% |
| YTD | +38.0% | +4.0% | +34.0% | +31.7% |
| 1Y | +33.2% | +4.8% | +28.4% | +25.7% |
| 3Y | +50.3% | +18.4% | +31.9% | +35.5% |
| 5Y | +114.1% | +27.5% | +86.6% | +88.1% |
| All | +291.9% | +30.3% | +261.6% | +220.0% |
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