-22.8%
COO vs JAAA
+18.5%
-41.2%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.7% |
| 7D | +4.5% | +0.1% | +4.4% | +4.2% |
| 30D | +16.9% | +0.4% | +16.5% | +15.3% |
| 3M | -16.7% | +1.2% | -17.9% | -19.8% |
| 6M | +5.9% | +2.3% | +3.6% | -1.4% |
| YTD | -22.4% | +3.9% | -26.4% | -31.0% |
| 1Y | -10.1% | +4.8% | -14.9% | -21.7% |
| 3Y | -22.8% | +18.5% | -41.2% | -22.4% |
| All | -22.8% | +18.5% | -41.2% | -22.4% |
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