+958.5%
AR vs JAAA
+30.3%
+928.2%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | 0.0% | 0.0% |
| 7D | +7.4% | +0.1% | +7.3% | +7.2% |
| 30D | +5.8% | +0.4% | +5.3% | +4.9% |
| 3M | +5.2% | +1.2% | +4.0% | +2.7% |
| 6M | +5.4% | +2.3% | +3.1% | +0.8% |
| YTD | +12.4% | +4.0% | +8.4% | +3.8% |
| 1Y | +12.8% | +4.8% | +8.0% | +2.3% |
| 3Y | +47.2% | +18.4% | +28.7% | +15.5% |
| 5Y | +101.1% | +27.5% | +73.6% | +41.3% |
| All | +958.5% | +30.3% | +928.2% | +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 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