+43.3%
DIS vs JAAA
+18.6%
+24.7%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.6% |
| 7D | +5.2% | +0.2% | +5.1% | +4.2% |
| 30D | +11.5% | +0.4% | +11.0% | +8.6% |
| 3M | +11.5% | +1.2% | +10.3% | +3.6% |
| 6M | +8.9% | +2.3% | +6.5% | -5.6% |
| YTD | +3.4% | +3.9% | -0.5% | -18.3% |
| 1Y | +7.2% | +4.8% | +2.4% | -20.0% |
| 3Y | +43.3% | +18.5% | +24.8% | -35.5% |
| All | +43.3% | +18.6% | +24.7% | -35.5% |
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 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