-87.7%
ADVB vs JAAA
+7.6%
-95.3%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | 0.0% | -3.8% | -3.8% |
| 7D | -14.0% | +0.1% | -14.1% | -14.2% |
| 30D | +41.0% | +0.5% | +40.5% | +39.7% |
| 3M | +127.9% | +1.2% | +126.7% | +122.3% |
| 6M | +101.3% | +2.8% | +98.5% | +91.9% |
| YTD | +53.8% | +3.2% | +50.6% | +45.4% |
| 1Y | +4.4% | +4.8% | -0.4% | -5.6% |
| All | -87.7% | +7.6% | -95.3% | -87.2% |
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 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