+100.9%
DD vs JAAA
+29.3%
+71.6%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.2% |
| 7D | -3.5% | +0.2% | -3.7% | -3.9% |
| 30D | -10.3% | +0.5% | -10.8% | -11.4% |
| 3M | -7.5% | +1.3% | -8.8% | -10.1% |
| 6M | -8.0% | +2.7% | -10.7% | -13.1% |
| YTD | +10.5% | +3.2% | +7.3% | +3.3% |
| 1Y | +38.3% | +4.9% | +33.3% | +25.0% |
| 3Y | +42.5% | +19.0% | +23.5% | +18.1% |
| 5Y | +60.2% | +26.8% | +33.4% | +26.5% |
| All | +100.9% | +29.3% | +71.6% | +54.8% |
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 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