+53.5%
ALAB vs JAAA
+4.8%
+48.8%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | 0.0% | -2.7% | -3.4% |
| 7D | +16.3% | +0.1% | +16.2% | +14.1% |
| 30D | -26.1% | +0.4% | -26.6% | -32.5% |
| 3M | -31.3% | +1.2% | -32.5% | -46.8% |
| 6M | -1.0% | +2.3% | -3.3% | -40.6% |
| YTD | +33.3% | +4.0% | +29.3% | -50.1% |
| 1Y | +53.5% | +4.8% | +48.7% | -57.9% |
| All | +53.5% | +4.8% | +48.8% | -57.9% |
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 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