+976.8%
AR vs JAAA
+29.3%
+947.5%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.9% |
| 7D | +2.5% | +0.2% | +2.3% | +2.1% |
| 30D | +14.8% | +0.5% | +14.3% | +13.6% |
| 3M | +6.2% | +1.3% | +5.0% | +3.6% |
| 6M | +4.3% | +2.7% | +1.6% | -1.1% |
| YTD | +14.4% | +3.2% | +11.2% | +7.3% |
| 1Y | +21.3% | +4.9% | +16.4% | +9.7% |
| 3Y | +39.8% | +19.0% | +20.8% | +10.3% |
| 5Y | +142.1% | +26.8% | +115.3% | +70.8% |
| All | +976.8% | +29.3% | +947.5% | +580.3% |
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 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