-44.8%
COMP vs JAAA
+27.5%
-72.3%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.5% | +0.3% |
| 7D | +1.4% | +0.2% | +1.2% | +0.8% |
| 30D | -13.3% | +0.5% | -13.9% | -14.8% |
| 3M | +41.1% | +1.3% | +39.8% | +35.7% |
| 6M | +17.2% | +2.7% | +14.5% | +8.1% |
| YTD | +5.2% | +3.2% | +2.0% | -4.2% |
| 1Y | +18.9% | +4.9% | +14.0% | +3.4% |
| 3Y | +215.9% | +19.0% | +196.9% | +117.7% |
| 5Y | -31.2% | +26.8% | -58.0% | -62.1% |
| All | -44.8% | +27.5% | -72.3% | -69.7% |
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