-41.4%
COO vs JAAA
+27.1%
-68.5%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | +4.5% | +0.1% | +4.4% | +4.4% |
| 30D | +16.9% | +0.4% | +16.5% | +16.2% |
| 3M | -16.7% | +1.2% | -17.9% | -18.0% |
| 6M | +5.9% | +2.3% | +3.6% | +2.8% |
| YTD | -22.4% | +3.9% | -26.4% | -26.1% |
| 1Y | -10.1% | +4.8% | -14.9% | -15.2% |
| 3Y | -22.8% | +18.5% | -41.2% | -32.0% |
| 5Y | -41.4% | +27.5% | -68.9% | -52.5% |
| All | -41.4% | +27.1% | -68.5% | -52.5% |
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