+25.3%
APD vs JAAA
+26.7%
-1.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.9% |
| 7D | -4.6% | +0.1% | -4.7% | -4.7% |
| 30D | -4.2% | +0.5% | -4.7% | -4.7% |
| 3M | +5.0% | +1.2% | +3.7% | +3.4% |
| 6M | +8.9% | +2.7% | +6.2% | +5.4% |
| YTD | +21.9% | +3.2% | +18.7% | +17.3% |
| 1Y | +5.6% | +4.8% | +0.8% | -0.1% |
| 3Y | +6.9% | +19.0% | -12.1% | -2.7% |
| 5Y | +25.3% | +26.8% | -1.4% | +14.3% |
| All | +25.3% | +26.7% | -1.4% | +14.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling