-70.8%
ADVB vs JAAA
+2.3%
-73.1%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | 0.0% | +4.2% | +3.5% |
| 7D | -13.9% | +0.2% | -14.1% | -16.0% |
| 30D | -68.1% | +0.4% | -68.5% | -70.5% |
| 3M | -73.4% | +1.2% | -74.6% | -80.9% |
| 6M | -70.8% | +2.3% | -73.1% | -92.2% |
| All | -70.8% | +2.3% | -73.1% | -92.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling