-19.0%
ACM vs JAAA
+18.9%
-37.8%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.6% |
| 7D | -3.7% | +0.2% | -3.9% | -4.2% |
| 30D | -11.1% | +0.5% | -11.6% | -12.4% |
| 3M | -8.0% | +1.3% | -9.3% | -11.2% |
| 6M | -29.7% | +2.7% | -32.3% | -34.8% |
| YTD | -29.4% | +3.2% | -32.5% | -35.5% |
| 1Y | -46.4% | +4.9% | -51.4% | -53.7% |
| All | -19.0% | +18.9% | -37.8% | -31.2% |
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