+6.5%
D vs JAAA
+26.4%
-19.9%
-52.2%
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 | +0.8% | +0.1% | +0.7% | +0.7% |
| 30D | -0.7% | +0.5% | -1.2% | -1.2% |
| 3M | +2.1% | +1.2% | +0.9% | +0.8% |
| 6M | +6.8% | +2.8% | +4.0% | +3.8% |
| YTD | +16.5% | +3.2% | +13.4% | +12.8% |
| 1Y | +19.2% | +4.8% | +14.3% | +13.3% |
| 3Y | +61.9% | +19.0% | +42.9% | +40.2% |
| 5Y | +6.5% | +26.8% | -20.3% | -11.5% |
| All | +6.5% | +26.4% | -19.9% | -11.5% |
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