+400.4%
ALAB vs JAAA
+14.6%
+385.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +0.1% | +9.7% | +9.0% |
| 7D | +7.2% | +0.2% | +7.1% | +5.5% |
| 30D | -2.5% | +0.5% | -3.1% | -7.3% |
| 3M | -13.3% | +1.3% | -14.6% | -23.3% |
| 6M | +172.8% | +2.7% | +170.2% | +111.9% |
| YTD | +86.6% | +3.2% | +83.4% | +39.2% |
| 1Y | +65.2% | +4.9% | +60.2% | +8.1% |
| All | +400.4% | +14.6% | +385.8% | +1,274.6% |
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