-27.8%
ALK vs JAAA
+26.4%
-54.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | 0.0% | -3.1% | -3.1% |
| 7D | +0.1% | +0.1% | 0.0% | -0.2% |
| 30D | -18.5% | +0.5% | -18.9% | -19.8% |
| 3M | -3.6% | +1.2% | -4.8% | -7.6% |
| 6M | -3.7% | +2.8% | -6.5% | -12.6% |
| YTD | -19.0% | +3.2% | -22.2% | -27.1% |
| 1Y | -36.0% | +4.8% | -40.9% | -45.1% |
| 3Y | +2.3% | +19.0% | -16.6% | -27.1% |
| 5Y | -27.8% | +26.8% | -54.6% | -57.1% |
| All | -27.8% | +26.4% | -54.2% | -57.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling