+210.2%
ABCL vs JAAA
+4.8%
+205.4%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | 0.0% | +5.2% | +5.2% |
| 7D | +12.4% | +0.1% | +12.4% | +12.1% |
| 30D | -0.4% | +0.4% | -0.7% | -2.9% |
| 3M | +80.4% | +1.1% | +79.2% | +65.8% |
| 6M | +138.5% | +2.3% | +136.3% | +102.7% |
| YTD | +265.5% | +3.9% | +261.6% | +198.7% |
| All | +210.2% | +4.8% | +205.4% | +173.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling