-63.4%
ADVB vs JAAA
+4.7%
-68.1%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +42.7% | 0.0% | +42.7% | +42.7% |
| 7D | +74.2% | +0.1% | +74.1% | +74.4% |
| 30D | -35.9% | +0.4% | -36.3% | -35.5% |
| 3M | -56.4% | +1.2% | -57.7% | -56.1% |
| 6M | -36.7% | +2.3% | -39.0% | -36.0% |
| YTD | -43.3% | +4.0% | -47.3% | -29.1% |
| 1Y | -63.4% | +4.8% | -68.2% | -49.7% |
| All | -63.4% | +4.7% | -68.1% | -49.7% |
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 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