+285.2%
APH vs JAAA
+27.5%
+257.6%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.8% | -1.8% |
| 7D | +4.9% | +0.1% | +4.8% | +4.7% |
| 30D | -5.4% | +0.4% | -5.8% | -6.2% |
| 3M | -5.5% | +1.2% | -6.7% | -7.8% |
| 6M | +25.9% | +2.3% | +23.6% | +20.0% |
| YTD | +16.4% | +4.0% | +12.4% | +7.2% |
| 1Y | +16.5% | +4.8% | +11.7% | +5.6% |
| 3Y | +270.9% | +18.4% | +252.4% | +195.1% |
| All | +285.2% | +27.5% | +257.6% | +184.2% |
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