+236.5%
ALL vs JAAA
+30.2%
+206.2%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | 0.0% | +0.1% | -0.1% | -0.1% |
| 30D | +12.8% | +0.4% | +12.4% | +12.3% |
| 3M | +4.7% | +1.2% | +3.5% | +3.4% |
| 6M | +24.9% | +2.3% | +22.7% | +22.1% |
| YTD | +30.0% | +4.0% | +26.0% | +25.0% |
| 1Y | +29.9% | +4.8% | +25.1% | +23.9% |
| 3Y | +117.5% | +18.5% | +99.1% | +94.0% |
| 5Y | +161.7% | +27.5% | +134.2% | +123.7% |
| All | +236.5% | +30.2% | +206.2% | +186.5% |
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