+162.7%
F vs JAAA
+29.3%
+133.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.1% | +1.4% | +1.3% |
| 7D | +5.3% | +0.2% | +5.2% | +4.9% |
| 30D | +4.6% | +0.5% | +4.1% | +3.4% |
| 3M | -3.7% | +1.3% | -4.9% | -6.4% |
| 6M | +16.8% | +2.7% | +14.2% | +10.2% |
| YTD | +15.3% | +3.2% | +12.1% | +7.7% |
| 1Y | +31.0% | +4.9% | +26.1% | +18.1% |
| 3Y | +45.4% | +19.0% | +26.4% | +5.2% |
| 5Y | +54.7% | +26.8% | +27.9% | -1.2% |
| All | +162.7% | +29.3% | +133.4% | +46.3% |
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