-87.2%
ADVB vs JAAA
+7.6%
-94.9%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.9% |
| 7D | -3.8% | +0.2% | -3.9% | -4.1% |
| 30D | +17.6% | +0.5% | +17.0% | +16.3% |
| 3M | +119.1% | +1.3% | +117.9% | +113.5% |
| 6M | +103.4% | +2.7% | +100.7% | +94.3% |
| YTD | +59.8% | +3.2% | +56.7% | +51.1% |
| 1Y | +8.5% | +4.9% | +3.6% | -2.2% |
| All | -87.2% | +7.6% | -94.9% | -86.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling