+76.8%
ALNY vs JAAA
+29.4%
+47.4%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.4% |
| 7D | -6.5% | +0.1% | -6.6% | -6.6% |
| 30D | +11.0% | +0.5% | +10.5% | +10.3% |
| 3M | -14.1% | +1.3% | -15.3% | -15.4% |
| 6M | -22.4% | +2.8% | -25.2% | -24.9% |
| YTD | -37.5% | +3.3% | -40.7% | -39.8% |
| 1Y | -46.9% | +4.9% | -51.9% | -49.8% |
| 3Y | +22.1% | +19.0% | +3.1% | +12.0% |
| 5Y | +31.2% | +26.9% | +4.3% | +10.4% |
| All | +76.8% | +29.4% | +47.4% | +49.0% |
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