+49.1%
ITW vs JAAA
+29.3%
+19.8%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.8% | -1.8% |
| 7D | -1.9% | +0.1% | -2.0% | -2.1% |
| 30D | -10.4% | +0.5% | -10.8% | -11.0% |
| 3M | +3.5% | +1.2% | +2.3% | +1.5% |
| 6M | -3.4% | +2.7% | -6.1% | -7.5% |
| YTD | +8.5% | +3.2% | +5.3% | +3.2% |
| 1Y | +3.2% | +4.8% | -1.6% | -4.2% |
| 3Y | +18.9% | +19.0% | -0.1% | -2.6% |
| 5Y | +35.0% | +26.8% | +8.2% | +2.6% |
| All | +49.1% | +29.3% | +19.8% | +4.9% |
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