+44.3%
BUD vs JAAA
+26.7%
+17.6%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.2% | -2.2% |
| 7D | -1.3% | +0.1% | -1.4% | -1.3% |
| 30D | -6.1% | +0.5% | -6.6% | -6.3% |
| 3M | -3.8% | +1.2% | -5.0% | -4.1% |
| 6M | +8.2% | +2.7% | +5.4% | +7.5% |
| YTD | +23.6% | +3.2% | +20.4% | +22.6% |
| 1Y | +33.4% | +4.8% | +28.6% | +31.9% |
| 3Y | +45.3% | +19.0% | +26.3% | +42.2% |
| 5Y | +44.3% | +26.8% | +17.5% | +34.2% |
| All | +44.3% | +26.7% | +17.6% | +34.2% |
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 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