+2.6%
AWK vs JAAA
+29.3%
-26.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | +2.2% | +0.1% | +2.1% | +2.1% |
| 30D | +4.4% | +0.5% | +4.0% | +4.2% |
| 3M | +15.4% | +1.2% | +14.2% | +14.8% |
| 6M | +3.5% | +2.8% | +0.7% | +2.3% |
| YTD | +9.8% | +3.2% | +6.6% | +8.3% |
| 1Y | +3.0% | +4.8% | -1.9% | +0.7% |
| 3Y | +9.7% | +19.0% | -9.3% | -4.4% |
| 5Y | -17.2% | +26.8% | -44.0% | -32.3% |
| All | +2.6% | +29.3% | -26.6% | -21.9% |
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