-36.0%
ALK vs JAAA
+4.8%
-40.9%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | 0.0% | -3.1% | -3.1% |
| 7D | +0.1% | +0.1% | 0.0% | -1.5% |
| 30D | -18.5% | +0.5% | -18.9% | -24.6% |
| 3M | -3.6% | +1.2% | -4.8% | -22.2% |
| 6M | -3.7% | +2.8% | -6.5% | -40.4% |
| YTD | -19.0% | +3.2% | -22.2% | -50.1% |
| 1Y | -36.0% | +4.8% | -40.9% | -60.4% |
| All | -36.0% | +4.8% | -40.9% | -60.4% |
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