+456.5%
APH vs JAAA
+30.2%
+426.4%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | 0.0% | +4.1% | +4.0% |
| 7D | -5.9% | +0.2% | -6.1% | -6.2% |
| 30D | -14.8% | +0.4% | -15.2% | -15.5% |
| 3M | -12.4% | +1.2% | -13.6% | -14.5% |
| 6M | +8.1% | +2.3% | +5.7% | +3.2% |
| YTD | +10.9% | +3.9% | +7.1% | +2.9% |
| 1Y | +8.8% | +4.8% | +3.9% | -0.8% |
| 3Y | +262.1% | +18.5% | +243.5% | +191.9% |
| 5Y | +283.1% | +27.5% | +255.7% | +190.1% |
| All | +456.5% | +30.2% | +426.4% | +299.3% |
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 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