+20.3%
ARM vs JAAA
+4.8%
+15.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | 0.0% | +6.7% | +6.7% |
| 7D | -5.3% | +0.1% | -5.4% | -5.8% |
| 30D | -30.0% | +0.4% | -30.4% | -32.6% |
| 3M | -34.1% | +1.1% | -35.2% | -40.9% |
| 6M | -12.6% | +2.3% | -14.9% | -30.0% |
| YTD | +70.4% | +3.9% | +66.5% | +21.5% |
| All | +20.3% | +4.8% | +15.6% | -14.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling