-97.3%
ADVB vs JAAA
+8.4%
-105.7%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | 0.0% | +4.2% | +4.1% |
| 7D | -13.9% | +0.2% | -14.1% | -14.2% |
| 30D | -68.1% | +0.4% | -68.5% | -68.4% |
| 3M | -73.4% | +1.2% | -74.6% | -74.0% |
| 6M | -70.8% | +2.3% | -73.1% | -72.1% |
| YTD | -66.1% | +3.9% | -70.0% | -68.4% |
| 1Y | -77.5% | +4.8% | -82.3% | -79.4% |
| All | -97.3% | +8.4% | -105.7% | -97.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling