+1,332.8%
ALM vs JAAA
+29.3%
+1,303.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.1% | -1.6% | -1.7% |
| 7D | -2.6% | +0.2% | -2.8% | -2.9% |
| 30D | +32.0% | +0.5% | +31.5% | +30.7% |
| 3M | -15.0% | +1.3% | -16.3% | -17.2% |
| 6M | -10.1% | +2.7% | -12.8% | -14.7% |
| YTD | +99.4% | +3.2% | +96.3% | +87.6% |
| 1Y | +316.4% | +4.9% | +311.4% | +280.4% |
| 3Y | +2,022.0% | +19.0% | +2,003.0% | +1,584.5% |
| 5Y | +941.2% | +26.8% | +914.4% | +647.1% |
| All | +1,332.8% | +29.3% | +1,303.6% | +785.4% |
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