+1,052.7%
ASX vs JAAA
+29.3%
+1,023.5%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | 0.0% |
| 7D | -0.7% | +0.2% | -0.9% | -1.1% |
| 30D | +2.0% | +0.5% | +1.5% | +0.8% |
| 3M | -1.3% | +1.3% | -2.6% | -4.1% |
| 6M | +71.4% | +2.7% | +68.8% | +61.8% |
| YTD | +135.3% | +3.2% | +132.1% | +119.7% |
| 1Y | +267.5% | +4.9% | +262.6% | +231.2% |
| 3Y | +388.5% | +19.0% | +369.5% | +284.3% |
| 5Y | +417.1% | +26.8% | +390.3% | +271.3% |
| All | +1,052.7% | +29.3% | +1,023.5% | +679.3% |
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