+112.0%
BWA vs JAAA
+29.3%
+82.7%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | 0.0% | -1.9% | -1.9% |
| 7D | +4.3% | +0.1% | +4.2% | +4.1% |
| 30D | -2.9% | +0.5% | -3.4% | -3.6% |
| 3M | -12.4% | +1.2% | -13.6% | -14.1% |
| 6M | +28.6% | +2.8% | +25.7% | +23.2% |
| YTD | +48.2% | +3.2% | +45.0% | +41.4% |
| 1Y | +50.9% | +4.8% | +46.1% | +40.7% |
| 3Y | +72.2% | +19.0% | +53.2% | +45.3% |
| 5Y | +91.1% | +26.8% | +64.2% | +45.1% |
| All | +112.0% | +29.3% | +82.7% | +48.5% |
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