+153.5%
BTI vs JAAA
+29.4%
+124.1%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.6% | +0.7% |
| 7D | -0.2% | +0.1% | -0.3% | -0.2% |
| 30D | -1.1% | +0.5% | -1.6% | -1.2% |
| 3M | -8.8% | +1.3% | -10.0% | -9.1% |
| 6M | -4.0% | +2.8% | -6.7% | -4.6% |
| YTD | +0.4% | +3.3% | -2.9% | -0.4% |
| 1Y | +1.9% | +4.9% | -3.0% | +0.9% |
| 3Y | +108.5% | +19.0% | +89.5% | +104.4% |
| 5Y | +118.5% | +26.9% | +91.6% | +113.9% |
| All | +153.5% | +29.4% | +124.1% | +121.2% |
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 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