-29.2%
ALB vs JAAA
+18.9%
-48.2%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | 0.0% | -2.8% | -2.9% |
| 7D | -8.6% | +0.1% | -8.7% | -9.0% |
| 30D | -4.0% | +0.5% | -4.5% | -5.9% |
| 3M | -17.4% | +1.2% | -18.6% | -21.7% |
| 6M | -25.4% | +2.7% | -28.1% | -33.4% |
| YTD | -10.5% | +3.2% | -13.7% | -21.5% |
| 1Y | +75.8% | +4.8% | +71.0% | +45.5% |
| All | -29.2% | +18.9% | -48.2% | -6.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling