-61.6%
JD vs JAAA
+26.7%
-88.3%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | 0.0% | -2.5% | -2.5% |
| 7D | -3.0% | +0.1% | -3.1% | -3.1% |
| 30D | -19.3% | +0.5% | -19.8% | -19.9% |
| 3M | -6.0% | +1.2% | -7.3% | -7.8% |
| 6M | +1.8% | +2.7% | -0.9% | -2.2% |
| YTD | -2.6% | +3.2% | -5.8% | -7.0% |
| 1Y | -17.4% | +4.8% | -22.2% | -23.0% |
| 3Y | -8.6% | +19.0% | -27.6% | -24.5% |
| 5Y | -61.6% | +26.8% | -88.4% | -69.9% |
| All | -61.6% | +26.7% | -88.3% | -69.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling