+10.8%
BTDR vs JAAA
+18.9%
-8.1%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | 0.0% | -6.5% | -6.3% |
| 7D | -3.2% | +0.1% | -3.3% | -3.8% |
| 30D | +32.7% | +0.4% | +32.2% | +28.0% |
| 3M | -28.4% | +1.2% | -29.6% | -35.6% |
| 6M | +51.7% | +2.7% | +49.0% | +20.0% |
| YTD | +2.9% | +3.2% | -0.3% | -21.3% |
| 1Y | -15.5% | +4.8% | -20.3% | -42.8% |
| All | +10.8% | +18.9% | -8.1% | -81.5% |
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 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