+316.4%
ALM vs JAAA
+4.9%
+311.5%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.1% | -1.6% | -2.2% |
| 7D | -2.6% | +0.2% | -2.8% | -4.2% |
| 30D | +32.0% | +0.5% | +31.5% | +25.7% |
| 3M | -15.0% | +1.3% | -16.3% | -25.3% |
| 6M | -10.1% | +2.7% | -12.8% | -32.1% |
| YTD | +99.4% | +3.2% | +96.3% | +43.3% |
| 1Y | +316.4% | +4.9% | +311.4% | +108.6% |
| All | +316.4% | +4.9% | +311.5% | +108.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling