+26.6%
APD vs JAAA
+18.5%
+8.1%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | 0.0% | +2.0% | +2.0% |
| 7D | -1.6% | +0.1% | -1.6% | -1.8% |
| 30D | +10.6% | +0.4% | +10.2% | +9.1% |
| 3M | +2.5% | +1.1% | +1.4% | -1.5% |
| 6M | +6.0% | +2.3% | +3.7% | -2.1% |
| YTD | +28.4% | +3.9% | +24.5% | +12.1% |
| 1Y | +22.2% | +4.8% | +17.3% | +3.5% |
| 3Y | +26.6% | +18.4% | +8.1% | +2.0% |
| All | +26.6% | +18.5% | +8.1% | +2.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling