+500.0%
APP vs JAAA
+28.1%
+471.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | 0.0% | +9.8% | +9.7% |
| 7D | +71.2% | +0.2% | +71.1% | +70.1% |
| 30D | +39.1% | +0.4% | +38.7% | +36.5% |
| 3M | +16.5% | +1.2% | +15.3% | +10.7% |
| 6M | -16.6% | +2.3% | -18.9% | -24.6% |
| YTD | -41.9% | +3.9% | -45.8% | -50.8% |
| 1Y | -37.0% | +4.8% | -41.9% | -48.7% |
| 3Y | +892.4% | +18.5% | +873.9% | +495.9% |
| 5Y | +297.3% | +27.5% | +269.8% | +107.0% |
| All | +500.0% | +28.1% | +471.9% | +224.4% |
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 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