+149.3%
BTI vs JAAA
+29.3%
+120.0%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.5% | -1.5% |
| 7D | -2.4% | +0.1% | -2.5% | -2.5% |
| 30D | -4.8% | +0.5% | -5.2% | -4.9% |
| 3M | -8.1% | +1.2% | -9.4% | -8.4% |
| 6M | -4.2% | +2.7% | -6.9% | -4.8% |
| YTD | -1.3% | +3.2% | -4.5% | -2.0% |
| 1Y | +2.1% | +4.8% | -2.7% | +1.1% |
| 3Y | +108.9% | +19.0% | +89.9% | +104.8% |
| 5Y | +114.5% | +26.8% | +87.7% | +110.1% |
| All | +149.3% | +29.3% | +120.0% | +117.6% |
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