-6.3%
JD vs JAAA
+18.9%
-25.2%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.1% | -2.1% |
| 7D | -0.8% | +0.1% | -0.9% | -1.0% |
| 30D | -16.0% | +0.5% | -16.5% | -17.0% |
| 3M | -3.2% | +1.2% | -4.4% | -6.2% |
| 6M | +6.1% | +2.8% | +3.2% | -1.4% |
| YTD | -0.1% | +3.2% | -3.3% | -8.0% |
| 1Y | -12.7% | +4.8% | -17.6% | -22.9% |
| 3Y | -6.3% | +19.0% | -25.3% | +6.8% |
| All | -6.3% | +18.9% | -25.2% | +6.8% |
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