+189.6%
BX vs JAAA
+29.4%
+160.2%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.1% | +2.4% | +2.3% |
| 7D | -5.6% | +0.1% | -5.7% | -5.8% |
| 30D | -12.2% | +0.5% | -12.8% | -13.5% |
| 3M | +7.4% | +1.3% | +6.1% | +3.7% |
| 6M | +22.2% | +2.8% | +19.4% | +13.3% |
| YTD | -14.0% | +3.3% | -17.3% | -21.1% |
| 1Y | -27.3% | +4.9% | -32.2% | -36.0% |
| 3Y | +24.5% | +19.0% | +5.6% | -4.6% |
| 5Y | +18.9% | +26.9% | -8.0% | -17.1% |
| All | +189.6% | +29.4% | +160.2% | +83.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling