+6.2%
ALK vs JAAA
+29.3%
-23.1%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.1% | +1.5% | +1.3% |
| 7D | -0.7% | +0.2% | -0.8% | -1.2% |
| 30D | -19.2% | +0.5% | -19.8% | -20.7% |
| 3M | -1.5% | +1.3% | -2.8% | -5.7% |
| 6M | -13.1% | +2.7% | -15.7% | -20.3% |
| YTD | -16.4% | +3.2% | -19.6% | -24.4% |
| 1Y | -33.1% | +4.9% | -38.0% | -42.3% |
| 3Y | +0.6% | +19.0% | -18.4% | -28.3% |
| 5Y | -26.4% | +26.8% | -53.2% | -52.3% |
| All | +6.2% | +29.3% | -23.1% | -37.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling