-36.7%
AUR vs JAAA
+27.4%
-64.1%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | 0.0% | -2.6% | -2.6% |
| 7D | +0.2% | +0.1% | +0.1% | 0.0% |
| 30D | -8.9% | +0.4% | -9.4% | -9.9% |
| 3M | +4.6% | +1.2% | +3.4% | +1.7% |
| 6M | +44.9% | +2.7% | +42.2% | +36.3% |
| YTD | +64.8% | +3.2% | +61.7% | +53.7% |
| 1Y | +16.4% | +4.8% | +11.5% | +5.2% |
| 3Y | +85.1% | +19.0% | +66.1% | +53.6% |
| 5Y | -36.1% | +26.8% | -62.9% | -49.8% |
| All | -36.7% | +27.4% | -64.1% | -50.4% |
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