+24.5%
ALAB vs JAAA
+4.8%
+19.8%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | 0.0% | -4.4% | -4.4% |
| 7D | -24.9% | +0.2% | -25.0% | -27.4% |
| 30D | -38.4% | +0.4% | -38.8% | -44.2% |
| 3M | -38.3% | +1.2% | -39.5% | -53.0% |
| 6M | +10.9% | +2.3% | +8.6% | -36.5% |
| YTD | +34.2% | +3.9% | +30.4% | -53.3% |
| 1Y | +24.5% | +4.8% | +19.7% | -76.5% |
| All | +24.5% | +4.8% | +19.8% | -76.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling