+85.0%
FIVE vs JAAA
+29.3%
+55.7%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.1% | +5.0% | +4.9% |
| 7D | +4.3% | +0.2% | +4.1% | +3.8% |
| 30D | +12.5% | +0.5% | +12.0% | +11.1% |
| 3M | +31.2% | +1.3% | +30.0% | +27.4% |
| 6M | +14.4% | +2.7% | +11.7% | +7.5% |
| YTD | +33.9% | +3.2% | +30.7% | +24.5% |
| 1Y | +65.1% | +4.9% | +60.1% | +48.2% |
| 3Y | +49.0% | +19.0% | +30.0% | +21.3% |
| 5Y | +30.3% | +26.8% | +3.5% | -0.8% |
| All | +85.0% | +29.3% | +55.7% | +32.9% |
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 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