+207.2%
COMP vs JAAA
+18.9%
+188.3%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.5% | +0.2% |
| 7D | +1.4% | +0.2% | +1.2% | +0.5% |
| 30D | -13.3% | +0.5% | -13.9% | -15.6% |
| 3M | +41.1% | +1.3% | +39.8% | +32.5% |
| 6M | +17.2% | +2.7% | +14.5% | +2.9% |
| YTD | +5.2% | +3.2% | +2.0% | -9.4% |
| 1Y | +18.9% | +4.9% | +14.0% | -4.2% |
| All | +207.2% | +18.9% | +188.3% | +332.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling