-96.8%
ADVB vs JAAA
+8.5%
-105.3%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | 0.0% | +9.9% | +9.9% |
| 7D | +10.5% | +0.1% | +10.4% | +10.3% |
| 30D | -56.0% | +0.4% | -56.4% | -56.4% |
| 3M | -70.1% | +1.2% | -71.3% | -70.8% |
| 6M | -53.7% | +2.3% | -56.0% | -55.7% |
| YTD | -60.3% | +4.0% | -64.2% | -63.0% |
| 1Y | -73.1% | +4.8% | -77.9% | -75.4% |
| All | -96.8% | +8.5% | -105.3% | -96.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling