+5.5%
ACM vs JAAA
+26.4%
-20.9%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | -0.3% | +0.1% | -0.4% | -0.4% |
| 30D | -12.9% | +0.5% | -13.4% | -13.3% |
| 3M | -6.4% | +1.2% | -7.6% | -7.5% |
| 6M | -29.2% | +2.8% | -32.1% | -31.2% |
| YTD | -29.9% | +3.2% | -33.1% | -32.1% |
| 1Y | -47.3% | +4.8% | -52.1% | -49.8% |
| 3Y | -19.6% | +19.0% | -38.6% | -26.9% |
| 5Y | +5.5% | +26.8% | -21.3% | -7.8% |
| All | +5.5% | +26.4% | -20.9% | -7.8% |
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