-74.9%
ADVB vs JAAA
+4.8%
-79.6%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | 0.0% | +3.5% | +3.5% |
| 7D | -1.2% | +0.1% | -1.3% | -1.1% |
| 30D | -61.4% | +0.4% | -61.8% | -61.1% |
| 3M | -67.8% | +1.1% | -69.0% | -67.4% |
| 6M | -66.9% | +2.3% | -69.1% | -66.2% |
| YTD | -64.9% | +3.9% | -68.8% | -54.6% |
| All | -74.9% | +4.8% | -79.6% | -62.9% |
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