+165.5%
ABCL vs JAAA
+18.6%
+146.8%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | 0.0% | +6.7% | +6.6% |
| 7D | -3.2% | +0.2% | -3.3% | -3.8% |
| 30D | -7.4% | +0.4% | -7.8% | -9.0% |
| 3M | +81.9% | +1.2% | +80.7% | +73.4% |
| 6M | +135.7% | +2.3% | +133.4% | +114.9% |
| YTD | +247.4% | +3.9% | +243.5% | +199.4% |
| 1Y | +162.3% | +4.8% | +157.4% | +118.6% |
| 3Y | +165.5% | +18.5% | +146.9% | +80.3% |
| All | +165.5% | +18.6% | +146.8% | +80.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling