-7.4%
ABT vs JAAA
+27.5%
-34.9%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.1% | +1.1% |
| 7D | -1.3% | +0.1% | -1.4% | -1.4% |
| 30D | +6.0% | +0.4% | +5.6% | +5.6% |
| 3M | -1.9% | +1.2% | -3.1% | -2.9% |
| 6M | +31.2% | +2.3% | +28.9% | +28.6% |
| YTD | -11.2% | +4.0% | -15.2% | -14.2% |
| 1Y | -14.0% | +4.8% | -18.8% | -17.4% |
| 3Y | +20.7% | +18.4% | +2.2% | +7.7% |
| All | -7.4% | +27.5% | -34.9% | -21.0% |
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 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