-96.5%
ADVB vs JAAA
+8.5%
-105.0%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.6% | 0.0% | -23.6% | -23.6% |
| 7D | +27.8% | +0.1% | +27.7% | +27.5% |
| 30D | -50.8% | +0.4% | -51.2% | -51.2% |
| 3M | -70.5% | +1.2% | -71.7% | -71.2% |
| 6M | -46.7% | +2.3% | -49.0% | -49.1% |
| YTD | -56.7% | +4.0% | -60.7% | -59.6% |
| 1Y | -71.8% | +4.8% | -76.6% | -74.2% |
| All | -96.5% | +8.5% | -105.0% | -96.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling