+20.4%
BTDR vs JAAA
+26.5%
-6.1%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.1% | +3.7% | +3.5% |
| 7D | -3.4% | +0.1% | -3.5% | -3.6% |
| 30D | +32.6% | +0.5% | +32.1% | +30.4% |
| 3M | -32.2% | +1.3% | -33.5% | -35.0% |
| 6M | +52.4% | +2.8% | +49.6% | +39.0% |
| YTD | +6.7% | +3.3% | +3.4% | -3.7% |
| 1Y | -15.2% | +4.9% | -20.2% | -26.9% |
| 3Y | +14.9% | +19.0% | -4.1% | -13.8% |
| All | +20.4% | +26.5% | -6.1% | -11.2% |
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