-49.3%
COMP vs JAAA
+28.4%
-77.7%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | 0.0% | +10.7% | +10.6% |
| 7D | +13.4% | +0.2% | +13.3% | +12.9% |
| 30D | +11.1% | +0.4% | +10.7% | +9.6% |
| 3M | -18.8% | +1.2% | -20.0% | -21.8% |
| 6M | +10.5% | +2.3% | +8.2% | +2.8% |
| YTD | -3.4% | +3.9% | -7.3% | -13.9% |
| 1Y | +19.7% | +4.8% | +14.9% | +4.1% |
| 3Y | +381.6% | +18.5% | +363.1% | +232.1% |
| 5Y | -17.6% | +27.5% | -45.1% | -55.4% |
| All | -49.3% | +28.4% | -77.7% | -72.8% |
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 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