+23.1%
APD vs JAAA
+30.2%
-7.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.3% | +0.3% |
| 7D | -0.2% | +0.1% | -0.3% | -0.3% |
| 30D | +11.0% | +0.4% | +10.6% | +10.4% |
| 3M | +2.0% | +1.2% | +0.8% | +0.5% |
| 6M | +7.1% | +2.3% | +4.7% | +4.1% |
| YTD | +29.8% | +3.9% | +25.8% | +23.8% |
| 1Y | +24.0% | +4.8% | +19.3% | +17.3% |
| 3Y | +27.2% | +18.5% | +8.7% | +13.6% |
| 5Y | +12.8% | +27.5% | -14.7% | -1.9% |
| All | +23.1% | +30.2% | -7.1% | +0.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling