+957.7%
AR vs JAAA
+30.2%
+927.4%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | +6.4% | +0.1% | +6.3% | +6.2% |
| 30D | +3.1% | +0.4% | +2.7% | +2.3% |
| 3M | +3.3% | +1.2% | +2.1% | +0.9% |
| 6M | +6.6% | +2.3% | +4.3% | +1.9% |
| YTD | +12.3% | +4.0% | +8.4% | +3.8% |
| 1Y | +12.3% | +4.8% | +7.5% | +1.9% |
| 3Y | +50.4% | +18.5% | +32.0% | +18.1% |
| 5Y | +101.0% | +27.5% | +73.5% | +41.3% |
| All | +957.7% | +30.2% | +927.4% | +558.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling