+312.2%
JPM vs JAAA
+29.4%
+282.8%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.6% |
| 7D | -0.7% | +0.1% | -0.8% | -0.8% |
| 30D | -2.5% | +0.5% | -3.0% | -3.6% |
| 3M | +14.1% | +1.3% | +12.9% | +11.0% |
| 6M | +25.1% | +2.8% | +22.3% | +17.7% |
| YTD | +12.1% | +3.3% | +8.9% | +4.5% |
| 1Y | +18.8% | +4.9% | +13.9% | +7.1% |
| 3Y | +163.4% | +19.0% | +144.4% | +101.7% |
| 5Y | +156.5% | +26.9% | +129.7% | +79.3% |
| All | +312.2% | +29.4% | +282.8% | +160.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling