+28.1%
LOW vs JAAA
+29.3%
-1.2%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.8% |
| 7D | +0.4% | +0.1% | +0.3% | +0.2% |
| 30D | -10.1% | +0.5% | -10.5% | -10.8% |
| 3M | -2.9% | +1.2% | -4.1% | -4.9% |
| 6M | -19.4% | +2.8% | -22.2% | -23.4% |
| YTD | -15.4% | +3.2% | -18.6% | -20.0% |
| 1Y | -24.9% | +4.8% | -29.8% | -30.8% |
| 3Y | -7.8% | +19.0% | -26.8% | -28.1% |
| 5Y | +8.4% | +26.8% | -18.4% | -23.7% |
| All | +28.1% | +29.3% | -1.2% | -15.2% |
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