+30.0%
BRKR vs JAAA
+29.4%
+0.7%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.3% |
| 7D | -8.7% | +0.1% | -8.7% | -8.8% |
| 30D | -9.9% | +0.5% | -10.4% | -10.5% |
| 3M | -3.1% | +1.3% | -4.4% | -4.7% |
| 6M | +45.5% | +2.8% | +42.7% | +40.4% |
| YTD | +13.7% | +3.3% | +10.4% | +9.2% |
| 1Y | +67.4% | +4.9% | +62.5% | +58.0% |
| 3Y | -13.2% | +19.0% | -32.2% | -21.9% |
| 5Y | -39.5% | +26.9% | -66.4% | -47.9% |
| All | +30.0% | +29.4% | +0.7% | +12.5% |
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