+61.2%
BROS vs JAAA
+18.9%
+42.3%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | 0.0% | -3.4% | -3.2% |
| 7D | -6.1% | +0.1% | -6.1% | -6.6% |
| 30D | -12.4% | +0.4% | -12.8% | -14.9% |
| 3M | -27.9% | +1.2% | -29.1% | -33.5% |
| 6M | -16.8% | +2.7% | -19.5% | -29.9% |
| YTD | -29.0% | +3.2% | -32.2% | -41.9% |
| 1Y | -33.2% | +4.8% | -38.0% | -49.9% |
| All | +61.2% | +18.9% | +42.3% | +27.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling