+12.0%
ALK vs JAAA
+18.5%
-6.5%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.5% | -1.8% |
| 7D | -1.2% | +0.1% | -1.3% | -2.1% |
| 30D | +7.7% | +0.4% | +7.3% | +3.7% |
| 3M | -19.0% | +1.2% | -20.2% | -27.2% |
| 6M | -0.2% | +2.3% | -2.5% | -18.6% |
| YTD | -23.5% | +4.0% | -27.5% | -45.3% |
| 1Y | -9.1% | +4.8% | -13.9% | -38.8% |
| 3Y | +12.0% | +18.4% | -6.4% | -51.4% |
| All | +12.0% | +18.5% | -6.5% | -51.4% |
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 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