+453.1%
APA vs JAAA
+29.3%
+423.8%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.1% | -3.3% | -3.4% |
| 7D | +0.5% | +0.2% | +0.4% | +0.1% |
| 30D | +23.4% | +0.5% | +22.9% | +21.9% |
| 3M | +12.7% | +1.3% | +11.4% | +9.6% |
| 6M | +39.4% | +2.7% | +36.8% | +31.3% |
| YTD | +79.0% | +3.2% | +75.8% | +66.5% |
| 1Y | +88.8% | +4.9% | +83.9% | +68.6% |
| 3Y | +6.4% | +19.0% | -12.6% | -12.3% |
| 5Y | +153.0% | +26.8% | +126.2% | +100.6% |
| All | +453.1% | +29.3% | +423.8% | +318.4% |
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