-29.6%
BR vs JAAA
+4.9%
-34.4%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.1% | -3.4% | -3.3% |
| 7D | -5.3% | +0.2% | -5.5% | -5.1% |
| 30D | +6.4% | +0.5% | +5.9% | +7.1% |
| 3M | +13.6% | +1.3% | +12.4% | +15.7% |
| 6M | -6.7% | +2.7% | -9.4% | -1.9% |
| YTD | -21.1% | +3.2% | -24.3% | -18.2% |
| 1Y | -29.6% | +4.9% | -34.5% | -30.8% |
| All | -29.6% | +4.9% | -34.4% | -30.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling