+45.8%
ADP vs JAAA
+26.4%
+19.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | 0.0% | -3.5% | -3.5% |
| 7D | -5.5% | +0.1% | -5.6% | -5.5% |
| 30D | -1.2% | +0.5% | -1.7% | -1.6% |
| 3M | +17.9% | +1.2% | +16.7% | +16.9% |
| 6M | +20.3% | +2.8% | +17.5% | +18.1% |
| YTD | +5.8% | +3.2% | +2.6% | +3.7% |
| 1Y | -7.7% | +4.8% | -12.6% | -10.5% |
| 3Y | +14.7% | +19.0% | -4.2% | +9.7% |
| 5Y | +45.8% | +26.8% | +19.0% | +36.0% |
| All | +45.8% | +26.4% | +19.4% | +36.0% |
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