+309.0%
JPM vs JAAA
+29.3%
+279.8%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | -0.4% | +0.1% | -0.5% | -0.6% |
| 30D | -1.1% | +0.5% | -1.6% | -2.1% |
| 3M | +14.1% | +1.2% | +12.9% | +11.1% |
| 6M | +23.3% | +2.8% | +20.5% | +15.9% |
| YTD | +11.3% | +3.2% | +8.1% | +3.9% |
| 1Y | +23.0% | +4.8% | +18.2% | +11.0% |
| 3Y | +162.6% | +19.0% | +143.6% | +101.2% |
| 5Y | +152.8% | +26.8% | +125.9% | +76.8% |
| All | +309.0% | +29.3% | +279.8% | +158.4% |
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 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