+105.6%
ABCL vs JAAA
+18.9%
+86.7%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.3% | -1.5% |
| 7D | +0.7% | +0.2% | +0.5% | +0.1% |
| 30D | +93.1% | +0.5% | +92.5% | +89.4% |
| 3M | +79.4% | +1.3% | +78.2% | +71.5% |
| 6M | +214.9% | +2.7% | +212.2% | +187.5% |
| YTD | +234.2% | +3.2% | +231.0% | +200.2% |
| 1Y | +174.8% | +4.9% | +169.8% | +134.5% |
| All | +105.6% | +18.9% | +86.7% | +128.1% |
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