-8.5%
M vs JAAA
+27.4%
-35.9%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | 0.0% | -4.6% | -4.7% |
| 7D | -4.3% | +0.2% | -4.4% | -4.6% |
| 30D | +1.3% | +0.4% | +0.8% | +0.3% |
| 3M | -7.4% | +1.2% | -8.6% | -9.9% |
| 6M | +18.3% | +2.3% | +16.0% | +12.1% |
| YTD | +7.6% | +3.9% | +3.7% | -1.4% |
| 1Y | +17.4% | +4.8% | +12.6% | +5.5% |
| 3Y | +108.4% | +18.5% | +89.8% | +60.8% |
| All | -8.5% | +27.4% | -35.9% | -37.7% |
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