+16.0%
BX vs JAAA
+26.8%
-10.8%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | 0.0% | -2.8% | -2.8% |
| 7D | -8.9% | +0.1% | -9.0% | -9.1% |
| 30D | -14.8% | +0.4% | -15.2% | -15.9% |
| 3M | +6.9% | +1.2% | +5.7% | +3.2% |
| 6M | +16.3% | +2.7% | +13.6% | +7.7% |
| YTD | -16.1% | +3.2% | -19.3% | -23.2% |
| 1Y | -26.8% | +4.8% | -31.6% | -35.8% |
| 3Y | +22.4% | +19.0% | +3.5% | -6.3% |
| 5Y | +16.0% | +26.8% | -10.8% | -16.8% |
| All | +16.0% | +26.8% | -10.8% | -16.8% |
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