+5.7%
AS vs JAAA
+4.8%
+0.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.9% | -2.3% |
| 7D | +4.5% | +0.1% | +4.4% | +3.6% |
| 30D | +13.2% | +0.4% | +12.8% | +7.9% |
| 3M | -11.9% | +1.2% | -13.1% | -22.4% |
| 6M | -11.6% | +2.3% | -13.9% | -30.9% |
| YTD | -14.7% | +3.9% | -18.6% | -35.7% |
| 1Y | +5.7% | +4.8% | +0.9% | -4.6% |
| All | +5.7% | +4.8% | +0.9% | -4.6% |
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