-6.7%
COO vs JAAA
+4.8%
-11.5%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | 0.0% | +5.9% | +5.9% |
| 7D | +8.4% | +0.2% | +8.3% | +7.1% |
| 30D | +13.5% | +0.4% | +13.0% | +9.5% |
| 3M | -13.8% | +1.2% | -15.0% | -21.8% |
| 6M | +4.7% | +2.3% | +2.4% | -12.2% |
| YTD | -21.4% | +3.9% | -25.3% | -38.5% |
| 1Y | -6.7% | +4.8% | -11.5% | -31.8% |
| All | -6.7% | +4.8% | -11.5% | -31.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling