+200.4%
APH vs JAAA
+29.3%
+171.2%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | +0.1% | -47.9% | -48.0% |
| 7D | -48.7% | +0.2% | -48.9% | -49.0% |
| 30D | -51.9% | +0.5% | -52.5% | -52.5% |
| 3M | -43.6% | +1.3% | -44.8% | -45.0% |
| 6M | -37.5% | +2.7% | -40.2% | -40.8% |
| YTD | -38.6% | +3.2% | -41.8% | -42.4% |
| 1Y | -26.3% | +4.9% | -31.3% | -33.0% |
| 3Y | +89.2% | +19.0% | +70.2% | +53.2% |
| 5Y | +119.8% | +26.8% | +93.0% | +68.1% |
| All | +200.4% | +29.3% | +171.2% | +118.0% |
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 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