+89.4%
DD vs JAAA
+18.5%
+70.9%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.9% |
| 7D | +5.0% | +0.1% | +4.9% | +4.3% |
| 30D | +19.7% | +0.4% | +19.3% | +16.4% |
| 3M | +7.2% | +1.2% | +6.0% | -1.0% |
| 6M | +1.0% | +2.3% | -1.3% | -13.1% |
| YTD | +29.1% | +4.0% | +25.1% | -0.1% |
| 1Y | +28.5% | +4.8% | +23.7% | -5.5% |
| 3Y | +89.4% | +18.4% | +71.0% | +10.8% |
| All | +89.4% | +18.5% | +70.9% | +10.8% |
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