-27.5%
DOW vs JAAA
+27.5%
-55.1%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.4% | -0.4% |
| 7D | +5.2% | +0.1% | +5.1% | +5.0% |
| 30D | +13.2% | +0.4% | +12.8% | +12.1% |
| 3M | +10.1% | +1.2% | +8.9% | +7.1% |
| 6M | -13.1% | +2.3% | -15.4% | -17.5% |
| YTD | +46.1% | +4.0% | +42.1% | +33.2% |
| 1Y | +50.0% | +4.8% | +45.2% | +34.2% |
| 3Y | -20.2% | +18.4% | -38.7% | -39.5% |
| All | -27.5% | +27.5% | -55.1% | -49.5% |
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