-78.8%
ABCL vs JAAA
+29.3%
-108.1%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | 0.0% | +5.2% | +5.2% |
| 7D | +12.4% | +0.1% | +12.4% | +12.4% |
| 30D | -0.4% | +0.4% | -0.7% | -0.2% |
| 3M | +80.4% | +1.1% | +79.2% | +81.1% |
| 6M | +138.5% | +2.3% | +136.3% | +140.6% |
| YTD | +265.5% | +3.9% | +261.6% | +271.6% |
| 1Y | +219.7% | +4.8% | +214.9% | +226.9% |
| 3Y | +209.4% | +18.4% | +191.0% | +289.9% |
| 5Y | -15.0% | +27.4% | -42.4% | +22.6% |
| All | -78.8% | +29.3% | -108.1% | -67.0% |
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