+38.8%
IT vs JAAA
+29.3%
+9.5%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | 0.0% | -7.4% | -7.4% |
| 7D | -9.1% | +0.1% | -9.2% | -9.3% |
| 30D | -7.0% | +0.5% | -7.5% | -7.6% |
| 3M | +7.6% | +1.2% | +6.4% | +5.9% |
| 6M | +2.1% | +2.8% | -0.7% | -1.7% |
| YTD | -31.6% | +3.2% | -34.8% | -34.4% |
| 1Y | -29.9% | +4.8% | -34.8% | -34.2% |
| 3Y | -51.3% | +19.0% | -70.2% | -57.1% |
| 5Y | -44.8% | +26.8% | -71.6% | -52.2% |
| All | +38.8% | +29.3% | +9.5% | +4.6% |
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 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