-13.2%
COO vs JAAA
+4.7%
-17.9%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.2% |
| 7D | -2.3% | +0.1% | -2.4% | -3.1% |
| 30D | +13.3% | +0.4% | +12.9% | +9.5% |
| 3M | -18.1% | +1.2% | -19.3% | -25.7% |
| 6M | +6.7% | +2.3% | +4.4% | -10.9% |
| YTD | -23.2% | +4.0% | -27.2% | -40.7% |
| All | -13.2% | +4.7% | -17.9% | -38.9% |
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