+73.3%
D vs JAAA
+18.6%
+54.7%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.5% | -1.6% |
| 7D | +3.0% | +0.2% | +2.8% | +2.7% |
| 30D | +11.5% | +0.4% | +11.1% | +10.6% |
| 3M | +3.7% | +1.2% | +2.5% | +1.3% |
| 6M | +13.5% | +2.3% | +11.2% | +8.6% |
| YTD | +20.7% | +3.9% | +16.8% | +12.1% |
| 1Y | +18.2% | +4.8% | +13.4% | +7.7% |
| 3Y | +73.3% | +18.5% | +54.8% | +45.9% |
| All | +73.3% | +18.6% | +54.7% | +45.9% |
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 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