+173.7%
AFRM vs JAAA
+18.5%
+155.2%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | -7.5% | +0.1% | -7.6% | -8.2% |
| 30D | -15.7% | +0.4% | -16.1% | -19.3% |
| 3M | -9.6% | +1.1% | -10.7% | -20.4% |
| 6M | +6.3% | +2.3% | +4.0% | -17.3% |
| YTD | -8.6% | +3.9% | -12.5% | -40.3% |
| 1Y | -7.6% | +4.8% | -12.4% | -45.2% |
| 3Y | +173.7% | +18.4% | +155.2% | -9.0% |
| All | +173.7% | +18.5% | +155.2% | -9.0% |
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