+14.3%
A vs JAAA
+27.5%
-13.3%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | -0.5% | +0.1% | -0.6% | -0.6% |
| 30D | 0.0% | +0.4% | -0.5% | -0.7% |
| 3M | +16.7% | +1.2% | +15.5% | +14.5% |
| 6M | +54.8% | +2.3% | +52.5% | +49.4% |
| YTD | +28.8% | +4.0% | +24.8% | +21.3% |
| 1Y | +19.3% | +4.8% | +14.5% | +11.0% |
| 3Y | +65.5% | +18.4% | +47.1% | +46.2% |
| All | +14.3% | +27.5% | -13.3% | -2.9% |
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