+67.1%
ADM vs JAAA
+26.7%
+40.4%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | 0.0% | +2.4% | +2.4% |
| 7D | +1.4% | +0.1% | +1.3% | +1.3% |
| 30D | +8.2% | +0.5% | +7.8% | +8.1% |
| 3M | +8.7% | +1.2% | +7.5% | +8.3% |
| 6M | +29.1% | +2.7% | +26.4% | +28.1% |
| YTD | +53.7% | +3.2% | +50.5% | +52.2% |
| 1Y | +43.2% | +4.8% | +38.4% | +41.1% |
| 3Y | +21.4% | +19.0% | +2.4% | +18.5% |
| 5Y | +67.1% | +26.8% | +40.3% | +68.6% |
| All | +67.1% | +26.7% | +40.4% | +68.6% |
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