+5.0%
ALK vs JAAA
+30.2%
-25.3%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.5% |
| 7D | +12.9% | +0.1% | +12.9% | +12.6% |
| 30D | +5.5% | +0.4% | +5.1% | +4.0% |
| 3M | -12.1% | +1.2% | -13.3% | -15.5% |
| 6M | +1.7% | +2.3% | -0.6% | -5.9% |
| YTD | -17.4% | +3.9% | -21.3% | -27.1% |
| 1Y | -1.9% | +4.8% | -6.7% | -15.5% |
| 3Y | +21.2% | +18.5% | +2.8% | -14.5% |
| 5Y | -27.8% | +27.5% | -55.3% | -54.1% |
| All | +5.0% | +30.2% | -25.3% | -39.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling