+138.0%
META vs JAAA
+29.3%
+108.8%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.9% | +0.8% |
| 7D | +6.7% | +0.2% | +6.5% | +6.3% |
| 30D | +4.8% | +0.5% | +4.2% | +3.5% |
| 3M | -1.6% | +1.3% | -2.9% | -4.5% |
| 6M | -7.5% | +2.7% | -10.1% | -12.9% |
| YTD | -6.4% | +3.2% | -9.6% | -12.8% |
| 1Y | -17.3% | +4.9% | -22.3% | -25.7% |
| 3Y | +109.9% | +19.0% | +90.9% | +71.5% |
| 5Y | +65.4% | +26.8% | +38.6% | +31.0% |
| All | +138.0% | +29.3% | +108.8% | +82.3% |
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