-15.8%
F vs JAAA
+27.4%
-43.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.8% | -0.8% |
| 7D | +1.6% | +0.2% | +1.4% | +1.2% |
| 30D | +2.6% | +0.4% | +2.2% | +1.8% |
| 3M | -8.8% | +1.2% | -10.0% | -11.0% |
| 6M | +4.6% | +2.3% | +2.3% | 0.0% |
| YTD | -1.9% | +3.9% | -5.8% | -8.8% |
| 1Y | -0.8% | +4.8% | -5.6% | -9.3% |
| 3Y | +43.5% | +18.5% | +24.9% | +11.1% |
| All | -15.8% | +27.4% | -43.3% | -44.6% |
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