+783.1%
JBL vs JAAA
+29.3%
+753.8%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.4% |
| 7D | +4.0% | +0.1% | +3.9% | +3.8% |
| 30D | -7.5% | +0.5% | -7.9% | -8.5% |
| 3M | -14.1% | +1.2% | -15.3% | -16.6% |
| 6M | +25.9% | +2.7% | +23.2% | +18.1% |
| YTD | +36.7% | +3.2% | +33.5% | +27.0% |
| 1Y | +49.0% | +4.8% | +44.2% | +34.1% |
| 3Y | +191.8% | +19.0% | +172.8% | +130.4% |
| 5Y | +409.8% | +26.8% | +383.0% | +275.8% |
| All | +783.1% | +29.3% | +753.8% | +469.0% |
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