+45.8%
AR vs JAAA
+18.9%
+27.0%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | -1.8% | +0.1% | -1.9% | -2.3% |
| 30D | +12.6% | +0.5% | +12.1% | +10.1% |
| 3M | +10.0% | +1.2% | +8.8% | +3.8% |
| 6M | +0.6% | +2.8% | -2.2% | -12.6% |
| YTD | +13.4% | +3.2% | +10.2% | -3.7% |
| 1Y | +21.7% | +4.8% | +16.9% | -6.0% |
| 3Y | +45.8% | +19.0% | +26.9% | -3.8% |
| All | +45.8% | +18.9% | +27.0% | -3.8% |
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 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