+103.4%
AG vs JAAA
+29.3%
+74.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | +4.5% | +0.1% | +4.4% | +4.2% |
| 30D | +12.9% | +0.5% | +12.4% | +11.7% |
| 3M | +20.9% | +1.2% | +19.7% | +17.7% |
| 6M | -19.5% | +2.8% | -22.4% | -24.5% |
| YTD | +24.8% | +3.2% | +21.6% | +16.3% |
| 1Y | +120.2% | +4.8% | +115.4% | +98.3% |
| 3Y | +279.0% | +19.0% | +260.0% | +166.3% |
| 5Y | +67.9% | +26.8% | +41.1% | +2.0% |
| All | +103.4% | +29.3% | +74.2% | +3.9% |
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