+31.5%
BR vs JAAA
+29.4%
+2.1%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.4% |
| 7D | -3.0% | +0.1% | -3.1% | -3.0% |
| 30D | -0.3% | +0.5% | -0.8% | -0.7% |
| 3M | +17.3% | +1.3% | +16.0% | +16.3% |
| 6M | -6.7% | +2.8% | -9.5% | -8.5% |
| YTD | -23.4% | +3.3% | -26.7% | -25.2% |
| 1Y | -32.7% | +4.9% | -37.6% | -35.1% |
| 3Y | -5.9% | +19.0% | -24.9% | -11.7% |
| 5Y | +8.4% | +26.9% | -18.5% | +0.5% |
| All | +31.5% | +29.4% | +2.1% | +20.7% |
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