+365.7%
ALAB vs JAAA
+14.6%
+351.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | 0.0% | -6.9% | -6.9% |
| 7D | +3.2% | +0.1% | +3.1% | +2.3% |
| 30D | -13.6% | +0.5% | -14.0% | -17.2% |
| 3M | -16.6% | +1.2% | -17.8% | -25.8% |
| 6M | +142.3% | +2.8% | +139.5% | +85.2% |
| YTD | +73.6% | +3.2% | +70.5% | +29.5% |
| 1Y | +33.7% | +4.8% | +28.8% | -12.0% |
| All | +365.7% | +14.6% | +351.0% | +1,178.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling