+5.0%
ALK vs JAAA
+18.9%
-13.9%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.1% | +1.5% | +0.9% |
| 7D | -0.7% | +0.2% | -0.8% | -2.1% |
| 30D | -19.2% | +0.5% | -19.8% | -22.9% |
| 3M | -1.5% | +1.3% | -2.8% | -11.7% |
| 6M | -13.1% | +2.7% | -15.7% | -30.2% |
| YTD | -16.4% | +3.2% | -19.6% | -35.2% |
| 1Y | -33.1% | +4.9% | -38.0% | -54.1% |
| All | +5.0% | +18.9% | -13.9% | -42.2% |
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