+227.5%
ALL vs JAAA
+29.3%
+198.2%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.1% | -1.4% | -1.4% |
| 7D | 0.0% | +0.2% | -0.1% | -0.1% |
| 30D | -1.5% | +0.5% | -2.0% | -2.0% |
| 3M | +23.6% | +1.3% | +22.4% | +22.1% |
| 6M | +22.3% | +2.7% | +19.7% | +19.2% |
| YTD | +26.5% | +3.2% | +23.3% | +22.6% |
| 1Y | +27.0% | +4.9% | +22.1% | +20.8% |
| 3Y | +149.6% | +19.0% | +130.6% | +123.4% |
| 5Y | +118.1% | +26.8% | +91.3% | +88.1% |
| All | +227.5% | +29.3% | +198.2% | +181.0% |
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