+94.9%
B vs JAAA
+29.3%
+65.7%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.1% | -2.3% | -2.3% |
| 7D | -1.6% | +0.2% | -1.8% | -1.8% |
| 30D | +9.4% | +0.5% | +8.9% | +8.6% |
| 3M | +5.0% | +1.3% | +3.7% | +3.1% |
| 6M | -3.5% | +2.7% | -6.2% | -7.0% |
| YTD | +4.5% | +3.2% | +1.3% | 0.0% |
| 1Y | +67.8% | +4.9% | +62.9% | +57.1% |
| 3Y | +196.7% | +19.0% | +177.7% | +133.3% |
| 5Y | +151.9% | +26.8% | +125.1% | +76.4% |
| All | +94.9% | +29.3% | +65.7% | +26.6% |
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