+134.9%
AS vs JAAA
+16.5%
+118.4%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.4% | +0.1% |
| 7D | +6.9% | +0.2% | +6.8% | +5.5% |
| 30D | +16.0% | +0.4% | +15.6% | +11.8% |
| 3M | -12.8% | +1.2% | -14.1% | -21.5% |
| 6M | -15.4% | +2.3% | -17.7% | -30.8% |
| YTD | -15.7% | +3.9% | -19.6% | -39.1% |
| 1Y | +6.1% | +4.8% | +1.2% | -28.8% |
| All | +134.9% | +16.5% | +118.4% | +47.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling