+391.7%
APP vs JAAA
+27.2%
+364.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.1% | +2.1% | +1.9% |
| 7D | +0.9% | +0.2% | +0.7% | +0.1% |
| 30D | -23.3% | +0.5% | -23.8% | -25.0% |
| 3M | -42.6% | +1.3% | -43.9% | -45.7% |
| 6M | -33.6% | +2.7% | -36.3% | -40.8% |
| YTD | -52.4% | +3.2% | -55.6% | -58.5% |
| 1Y | -35.9% | +4.9% | -40.8% | -47.8% |
| 3Y | +642.2% | +19.0% | +623.2% | +351.8% |
| 5Y | +311.1% | +26.8% | +284.3% | +120.1% |
| All | +391.7% | +27.2% | +364.4% | +173.8% |
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