+4.4%
ADVB vs JAAA
+4.8%
-0.4%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | 0.0% | -3.8% | -3.8% |
| 7D | -14.0% | +0.1% | -14.1% | -13.3% |
| 30D | +41.0% | +0.5% | +40.5% | +46.1% |
| 3M | +127.9% | +1.2% | +126.7% | +151.0% |
| 6M | +101.3% | +2.8% | +98.5% | +178.5% |
| YTD | +53.8% | +3.2% | +50.6% | +149.6% |
| 1Y | +4.4% | +4.8% | -0.4% | +256.0% |
| All | +4.4% | +4.8% | -0.4% | +256.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling