+8.8%
BR vs JAAA
+26.8%
-18.0%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -6.0% | +0.1% | -6.0% | -6.0% |
| 30D | -0.9% | +0.4% | -1.3% | -1.2% |
| 3M | +16.4% | +1.2% | +15.2% | +15.3% |
| 6M | -8.2% | +2.7% | -10.8% | -10.0% |
| YTD | -23.2% | +3.2% | -26.4% | -25.1% |
| 1Y | -30.9% | +4.8% | -35.7% | -33.6% |
| 3Y | -5.0% | +19.0% | -24.0% | -11.3% |
| 5Y | +8.8% | +26.8% | -18.0% | +2.8% |
| All | +8.8% | +26.8% | -18.0% | +2.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling