+48.7%
ADP vs JAAA
+27.1%
+21.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | +3.2% | +0.1% | +3.1% | +3.1% |
| 30D | +12.8% | +0.4% | +12.3% | +12.4% |
| 3M | +12.3% | +1.2% | +11.2% | +11.4% |
| 6M | +45.4% | +2.3% | +43.1% | +43.0% |
| YTD | +21.4% | +3.9% | +17.5% | +18.2% |
| 1Y | +23.7% | +4.8% | +18.9% | +19.8% |
| 3Y | +43.6% | +18.5% | +25.2% | +36.2% |
| 5Y | +48.7% | +27.5% | +21.2% | +34.7% |
| All | +48.7% | +27.1% | +21.6% | +34.7% |
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