-20.1%
COO vs JAAA
+29.3%
-49.3%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.1% | -1.6% | -1.6% |
| 7D | -2.2% | +0.2% | -2.4% | -2.4% |
| 30D | -7.0% | +0.5% | -7.5% | -7.6% |
| 3M | +12.2% | +1.3% | +10.9% | +10.5% |
| 6M | -15.1% | +2.7% | -17.8% | -17.8% |
| YTD | -15.1% | +3.2% | -18.3% | -18.2% |
| 1Y | +2.3% | +4.9% | -2.6% | -3.2% |
| 3Y | -23.7% | +19.0% | -42.7% | -32.6% |
| 5Y | -38.9% | +26.8% | -65.7% | -49.3% |
| All | -20.1% | +29.3% | -49.3% | -36.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling