+21.6%
LYB vs JAAA
+29.4%
-7.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -1.1% |
| 7D | +0.3% | +0.1% | +0.2% | +0.1% |
| 30D | +2.5% | +0.5% | +1.9% | +1.3% |
| 3M | +1.4% | +1.3% | +0.1% | -1.3% |
| 6M | -3.5% | +2.8% | -6.3% | -9.1% |
| YTD | +52.0% | +3.3% | +48.7% | +41.7% |
| 1Y | +22.1% | +4.9% | +17.1% | +9.8% |
| 3Y | -22.8% | +19.0% | -41.7% | -39.3% |
| 5Y | -3.4% | +26.9% | -30.3% | -29.1% |
| All | +21.6% | +29.4% | -7.8% | -22.8% |
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 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