+5.4%
ACM vs JAAA
+27.3%
-22.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | +6.6% | +0.1% | +6.5% | +6.5% |
| 30D | +19.8% | +0.4% | +19.3% | +19.2% |
| 3M | -3.1% | +1.2% | -4.3% | -4.3% |
| 6M | -11.5% | +2.3% | -13.8% | -13.5% |
| YTD | -24.7% | +3.9% | -28.6% | -27.6% |
| 1Y | -45.1% | +4.8% | -49.8% | -47.6% |
| 3Y | -8.9% | +18.5% | -27.3% | -17.5% |
| All | +5.4% | +27.3% | -22.0% | -6.3% |
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 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