+116.9%
ADP vs JAAA
+29.3%
+87.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.1% | -2.2% | -2.1% |
| 7D | -3.4% | +0.2% | -3.6% | -3.5% |
| 30D | +2.8% | +0.5% | +2.3% | +2.5% |
| 3M | +20.9% | +1.3% | +19.7% | +20.1% |
| 6M | +29.9% | +2.7% | +27.2% | +28.1% |
| YTD | +9.6% | +3.2% | +6.5% | +7.9% |
| 1Y | -5.3% | +4.9% | -10.2% | -7.5% |
| 3Y | +16.5% | +19.0% | -2.5% | +13.9% |
| 5Y | +49.4% | +26.8% | +22.6% | +44.4% |
| All | +116.9% | +29.3% | +87.6% | +119.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling