-24.0%
MKTX vs JAAA
+19.0%
-43.0%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.1% | +0.1% |
| 7D | -0.2% | +0.1% | -0.3% | -0.1% |
| 30D | +0.7% | +0.5% | +0.2% | +1.7% |
| 3M | +40.8% | +1.3% | +39.5% | +44.1% |
| 6M | -8.0% | +2.8% | -10.8% | -3.2% |
| YTD | -8.7% | +3.3% | -12.0% | -3.1% |
| 1Y | -11.8% | +4.9% | -16.8% | -3.5% |
| 3Y | -24.0% | +19.0% | -43.0% | +30.8% |
| All | -24.0% | +19.0% | -43.0% | +30.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling