-24.9%
AFRM vs JAAA
+28.0%
-52.9%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.1% | -2.7% | -3.0% |
| 7D | -7.0% | +0.2% | -7.1% | -7.7% |
| 30D | -7.8% | +0.5% | -8.3% | -9.8% |
| 3M | +5.3% | +1.3% | +4.0% | -0.1% |
| 6M | +42.6% | +2.7% | +40.0% | +27.9% |
| YTD | -2.8% | +3.2% | -6.0% | -14.5% |
| 1Y | -19.3% | +4.9% | -24.2% | -33.5% |
| 3Y | +231.0% | +19.0% | +212.0% | +122.2% |
| 5Y | -22.2% | +26.8% | -49.1% | -51.9% |
| All | -24.9% | +28.0% | -52.9% | -49.7% |
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