+131.9%
AS vs JAAA
+16.5%
+115.4%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | 0.0% | -2.5% | -2.6% |
| 7D | -3.0% | +0.1% | -3.1% | -3.9% |
| 30D | +9.6% | +0.4% | +9.1% | +5.7% |
| 3M | -8.2% | +1.2% | -9.4% | -17.2% |
| 6M | -9.9% | +2.3% | -12.3% | -26.4% |
| YTD | -16.8% | +4.0% | -20.7% | -40.2% |
| 1Y | +3.0% | +4.8% | -1.8% | -30.7% |
| All | +131.9% | +16.5% | +115.4% | +44.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling