+294.4%
C vs JAAA
+29.3%
+265.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.5% |
| 7D | +3.6% | +0.2% | +3.5% | +3.1% |
| 30D | +0.1% | +0.5% | -0.5% | -1.4% |
| 3M | +2.4% | +1.3% | +1.2% | -1.0% |
| 6M | +24.9% | +2.7% | +22.3% | +16.5% |
| YTD | +19.8% | +3.2% | +16.6% | +10.4% |
| 1Y | +44.9% | +4.9% | +39.9% | +28.1% |
| 3Y | +263.0% | +19.0% | +244.0% | +174.1% |
| 5Y | +129.5% | +26.8% | +102.7% | +58.8% |
| All | +294.4% | +29.3% | +265.1% | +151.4% |
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