-20.2%
DOW vs JAAA
+18.5%
-38.8%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.4% | -0.5% |
| 7D | +5.2% | +0.1% | +5.1% | +4.7% |
| 30D | +13.2% | +0.4% | +12.8% | +10.7% |
| 3M | +10.1% | +1.2% | +8.9% | +3.4% |
| 6M | -13.1% | +2.3% | -15.4% | -22.9% |
| YTD | +46.1% | +4.0% | +42.1% | +18.0% |
| 1Y | +50.0% | +4.8% | +45.2% | +15.5% |
| 3Y | -20.2% | +18.4% | -38.7% | -54.9% |
| All | -20.2% | +18.5% | -38.8% | -54.9% |
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