+61.5%
ALB vs JAAA
+4.9%
+56.6%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.1% | -4.5% | -5.0% |
| 7D | -8.1% | +0.2% | -8.2% | -9.3% |
| 30D | +6.3% | +0.5% | +5.7% | +2.4% |
| 3M | -23.6% | +1.3% | -24.8% | -29.9% |
| 6M | -24.6% | +2.7% | -27.3% | -37.0% |
| YTD | -10.3% | +3.2% | -13.4% | -23.4% |
| 1Y | +61.5% | +4.9% | +56.5% | +37.9% |
| All | +61.5% | +4.9% | +56.6% | +37.9% |
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