+48.8%
BRO vs JAAA
+29.4%
+19.4%
-55.8%
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% | -0.2% |
| 7D | -7.3% | +0.1% | -7.4% | -7.4% |
| 30D | -6.9% | +0.5% | -7.4% | -7.1% |
| 3M | +10.7% | +1.3% | +9.4% | +10.1% |
| 6M | -2.7% | +2.8% | -5.5% | -3.8% |
| YTD | -16.3% | +3.3% | -19.6% | -17.4% |
| 1Y | -29.1% | +4.9% | -34.0% | -30.5% |
| 3Y | -7.8% | +19.0% | -26.8% | -12.0% |
| 5Y | +18.7% | +26.9% | -8.2% | +12.4% |
| All | +48.8% | +29.4% | +19.4% | +34.4% |
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