+56.9%
FIVE vs JAAA
+18.9%
+38.0%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.1% | +5.0% | +4.6% |
| 7D | +4.3% | +0.2% | +4.1% | +3.1% |
| 30D | +12.5% | +0.5% | +12.0% | +8.8% |
| 3M | +31.2% | +1.3% | +30.0% | +21.2% |
| 6M | +14.4% | +2.7% | +11.7% | -3.1% |
| YTD | +33.9% | +3.2% | +30.7% | +10.1% |
| 1Y | +65.1% | +4.9% | +60.1% | +23.0% |
| All | +56.9% | +18.9% | +38.0% | +68.6% |
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 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