+23.3%
BTDR vs JAAA
+27.1%
-3.8%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | 0.0% | -2.7% | -2.7% |
| 7D | +14.8% | +0.1% | +14.7% | +14.4% |
| 30D | +41.8% | +0.5% | +41.4% | +39.8% |
| 3M | -29.2% | +1.2% | -30.4% | -32.0% |
| 6M | +66.2% | +2.7% | +63.4% | +51.9% |
| YTD | +10.0% | +3.2% | +6.8% | -0.5% |
| 1Y | -11.0% | +4.8% | -15.8% | -22.9% |
| 3Y | +6.9% | +19.0% | -12.1% | -19.5% |
| 5Y | +24.7% | +26.8% | -2.1% | -7.6% |
| All | +23.3% | +27.1% | -3.8% | -7.8% |
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