+98.1%
AR vs JAAA
+27.1%
+70.9%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | 0.0% | +4.3% | +4.2% |
| 7D | -5.8% | +0.1% | -5.8% | -5.9% |
| 30D | +4.8% | +0.4% | +4.4% | +4.0% |
| 3M | +1.5% | +1.2% | +0.3% | -0.5% |
| 6M | +4.7% | +2.3% | +2.4% | +0.6% |
| YTD | +9.2% | +3.9% | +5.3% | +1.9% |
| 1Y | +11.2% | +4.8% | +6.4% | +2.0% |
| 3Y | +46.2% | +18.5% | +27.8% | +22.5% |
| 5Y | +98.1% | +27.5% | +70.6% | +47.4% |
| All | +98.1% | +27.1% | +70.9% | +47.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling