+887.9%
APP vs JAAA
+18.5%
+869.4%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | 0.0% | +3.9% | +3.5% |
| 7D | +4.6% | +0.1% | +4.5% | +3.5% |
| 30D | +56.0% | +0.4% | +55.6% | +49.3% |
| 3M | +30.8% | +1.2% | +29.6% | +15.5% |
| 6M | -9.8% | +2.3% | -12.1% | -29.0% |
| YTD | -39.3% | +4.0% | -43.3% | -59.8% |
| 1Y | -26.4% | +4.8% | -31.3% | -55.3% |
| 3Y | +887.9% | +18.4% | +869.5% | +103.4% |
| All | +887.9% | +18.5% | +869.4% | +103.4% |
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