-51.6%
IT vs JAAA
+18.9%
-70.5%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.8% |
| 7D | -9.1% | +0.1% | -9.2% | -9.5% |
| 30D | -12.2% | +0.5% | -12.6% | -13.7% |
| 3M | +7.8% | +1.2% | +6.6% | +2.7% |
| 6M | +2.0% | +2.7% | -0.7% | -8.2% |
| YTD | -32.7% | +3.2% | -35.9% | -40.6% |
| 1Y | -31.1% | +4.8% | -35.9% | -43.0% |
| All | -51.6% | +18.9% | -70.5% | -55.7% |
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