+20.9%
JD vs JAAA
+18.5%
+2.4%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | 0.0% | -2.5% | -2.5% |
| 7D | +7.9% | +0.1% | +7.8% | +7.7% |
| 30D | +4.8% | +0.4% | +4.4% | +3.5% |
| 3M | -13.9% | +1.1% | -15.1% | -16.8% |
| 6M | -5.8% | +2.3% | -8.1% | -11.9% |
| YTD | +2.4% | +3.9% | -1.5% | -8.6% |
| 1Y | -7.5% | +4.8% | -12.3% | -19.7% |
| 3Y | +20.9% | +18.4% | +2.4% | -2.4% |
| All | +20.9% | +18.5% | +2.4% | -2.4% |
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