-0.8%
BTG vs JAAA
+29.4%
-30.1%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.3% |
| 7D | -3.8% | +0.1% | -3.8% | -3.8% |
| 30D | +3.6% | +0.5% | +3.1% | +2.9% |
| 3M | +32.0% | +1.3% | +30.7% | +30.0% |
| 6M | +3.4% | +2.8% | +0.6% | +0.1% |
| YTD | +20.8% | +3.3% | +17.5% | +16.5% |
| 1Y | +22.4% | +4.9% | +17.5% | +16.0% |
| 3Y | +91.7% | +19.0% | +72.7% | +53.3% |
| 5Y | +79.0% | +26.9% | +52.1% | +26.1% |
| All | -0.8% | +29.4% | -30.1% | -39.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling