+265.1%
MAR vs JAAA
+29.3%
+235.8%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | 0.0% | -2.3% | -2.3% |
| 7D | -1.7% | +0.1% | -1.8% | -1.9% |
| 30D | -6.9% | +0.5% | -7.4% | -7.8% |
| 3M | -15.8% | +1.2% | -17.0% | -18.0% |
| 6M | +1.9% | +2.8% | -0.9% | -4.0% |
| YTD | +6.6% | +3.2% | +3.4% | -0.2% |
| 1Y | +23.7% | +4.8% | +18.8% | +12.2% |
| 3Y | +64.6% | +19.0% | +45.6% | +30.0% |
| 5Y | +156.4% | +26.8% | +129.5% | +84.3% |
| All | +265.1% | +29.3% | +235.8% | +134.0% |
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 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