+47.2%
BP vs JAAA
+18.5%
+28.7%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.4% |
| 7D | -0.8% | +0.1% | -0.9% | -1.2% |
| 30D | -3.1% | +0.4% | -3.6% | -4.7% |
| 3M | +6.2% | +1.2% | +5.0% | +1.2% |
| 6M | +4.8% | +2.3% | +2.4% | -4.5% |
| YTD | +35.2% | +4.0% | +31.2% | +14.9% |
| 1Y | +27.4% | +4.8% | +22.6% | +4.3% |
| All | +47.2% | +18.5% | +28.7% | -2.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling