+120.4%
AS vs JAAA
+15.7%
+104.7%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.1% | +3.5% | +2.9% |
| 7D | -4.9% | +0.2% | -5.1% | -6.3% |
| 30D | -19.6% | +0.5% | -20.1% | -23.2% |
| 3M | -14.4% | +1.3% | -15.6% | -23.3% |
| 6M | -20.1% | +2.7% | -22.8% | -36.3% |
| YTD | -20.9% | +3.2% | -24.1% | -39.4% |
| 1Y | -21.9% | +4.9% | -26.8% | -47.7% |
| All | +120.4% | +15.7% | +104.7% | +46.4% |
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