+133.5%
ADI vs JAAA
+26.8%
+106.7%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | +2.6% | +0.1% | +2.5% | +2.4% |
| 30D | -4.6% | +0.5% | -5.1% | -5.7% |
| 3M | -9.5% | +1.2% | -10.7% | -12.4% |
| 6M | +14.8% | +2.7% | +12.1% | +7.1% |
| YTD | +35.8% | +3.2% | +32.6% | +25.2% |
| 1Y | +48.9% | +4.8% | +44.1% | +32.2% |
| 3Y | +115.6% | +19.0% | +96.6% | +67.7% |
| All | +133.5% | +26.8% | +106.7% | +68.5% |
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