-3.3%
AWK vs JAAA
+27.5%
-30.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.3% | +1.4% |
| 7D | +0.1% | +0.1% | 0.0% | +0.1% |
| 30D | +14.3% | +0.4% | +13.8% | +14.1% |
| 3M | +10.3% | +1.2% | +9.1% | +9.9% |
| 6M | +18.9% | +2.3% | +16.6% | +18.2% |
| YTD | +17.7% | +4.0% | +13.7% | +16.3% |
| 1Y | +16.9% | +4.8% | +12.0% | +15.1% |
| 3Y | +32.2% | +18.4% | +13.7% | +18.8% |
| All | -3.3% | +27.5% | -30.8% | -18.2% |
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