+23.7%
JBL vs JAAA
+4.8%
+19.0%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | 0.0% | -4.8% | -4.8% |
| 7D | -11.1% | +0.2% | -11.3% | -12.3% |
| 30D | -14.1% | +0.4% | -14.5% | -17.5% |
| 3M | -23.9% | +1.2% | -25.1% | -31.9% |
| 6M | -24.1% | +2.3% | -26.4% | -40.5% |
| YTD | +13.5% | +3.9% | +9.6% | -25.9% |
| 1Y | +23.7% | +4.8% | +18.9% | -22.6% |
| All | +23.7% | +4.8% | +19.0% | -22.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling