+33.6%
BUD vs JAAA
+4.7%
+28.9%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -3.2% | +0.1% | -3.3% | -3.3% |
| 30D | -3.7% | +0.4% | -4.1% | -4.2% |
| 3M | -4.4% | +1.2% | -5.6% | -5.6% |
| 6M | +7.7% | +2.7% | +5.1% | +5.3% |
| YTD | +23.1% | +3.2% | +19.9% | +18.5% |
| 1Y | +33.6% | +4.8% | +28.8% | +22.2% |
| All | +33.6% | +4.7% | +28.9% | +22.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling