+944.0%
AR vs JAAA
+30.2%
+913.8%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.5% |
| 7D | +2.1% | +0.1% | +2.0% | +1.9% |
| 30D | +4.5% | +0.4% | +4.1% | +3.7% |
| 3M | +1.0% | +1.2% | -0.2% | -1.3% |
| 6M | +4.4% | +2.3% | +2.1% | -0.3% |
| YTD | +10.9% | +4.0% | +6.9% | +2.5% |
| 1Y | +8.6% | +4.8% | +3.8% | -1.5% |
| 3Y | +48.5% | +18.5% | +30.0% | +16.6% |
| 5Y | +95.7% | +27.5% | +68.3% | +37.5% |
| All | +944.0% | +30.2% | +913.8% | +549.9% |
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