+172.1%
CAPR vs JAAA
+27.4%
+144.7%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | 0.0% | +9.4% | +9.4% |
| 7D | +36.0% | +0.1% | +36.0% | +36.1% |
| 30D | +25.8% | +0.4% | +25.4% | +25.8% |
| 3M | +140.8% | +1.1% | +139.7% | +141.1% |
| 6M | -67.6% | +2.3% | -69.8% | -67.5% |
| YTD | -65.9% | +3.9% | -69.8% | -65.6% |
| 1Y | +66.1% | +4.8% | +61.3% | +68.2% |
| 3Y | +256.9% | +18.4% | +238.4% | +329.7% |
| 5Y | +172.1% | +27.4% | +144.7% | +210.8% |
| All | +172.1% | +27.4% | +144.7% | +210.8% |
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