+271.5%
BP vs JAAA
+29.3%
+242.2%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.4% |
| 7D | +3.9% | +0.2% | +3.8% | +3.7% |
| 30D | +7.6% | +0.5% | +7.1% | +6.9% |
| 3M | +0.7% | +1.3% | -0.6% | -0.8% |
| 6M | +15.5% | +2.7% | +12.8% | +11.9% |
| YTD | +30.8% | +3.2% | +27.7% | +26.0% |
| 1Y | +34.3% | +4.9% | +29.4% | +26.5% |
| 3Y | +35.1% | +19.0% | +16.1% | +22.9% |
| 5Y | +126.8% | +26.8% | +100.0% | +101.3% |
| All | +271.5% | +29.3% | +242.2% | +206.2% |
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