+426.2%
BTSG vs JAAA
+15.8%
+410.4%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | 0.0% | -6.6% | -6.5% |
| 7D | -5.8% | +0.1% | -5.9% | -6.1% |
| 30D | 0.0% | +0.4% | -0.4% | -2.0% |
| 3M | -4.5% | +1.2% | -5.7% | -9.8% |
| 6M | +40.0% | +2.7% | +37.3% | +23.6% |
| YTD | +54.6% | +3.2% | +51.4% | +33.1% |
| 1Y | +106.1% | +4.8% | +101.3% | +64.8% |
| All | +426.2% | +15.8% | +410.4% | +263.3% |
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 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