-40.3%
COO vs JAAA
+26.4%
-66.7%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | 0.0% | -2.7% | -2.7% |
| 7D | -2.3% | +0.1% | -2.4% | -2.4% |
| 30D | -8.8% | +0.5% | -9.3% | -9.4% |
| 3M | +1.3% | +1.2% | +0.1% | -0.2% |
| 6M | -11.6% | +2.8% | -14.4% | -14.7% |
| YTD | -17.4% | +3.2% | -20.6% | -20.6% |
| 1Y | -1.6% | +4.8% | -6.4% | -7.1% |
| 3Y | -22.6% | +19.0% | -41.6% | -31.6% |
| 5Y | -40.3% | +26.8% | -67.2% | -50.7% |
| All | -40.3% | +26.4% | -66.7% | -50.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling