-67.6%
MKTX vs JAAA
+29.3%
-96.8%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | -0.2% | +0.1% | -0.2% | -0.1% |
| 30D | +0.8% | +0.4% | +0.4% | +1.0% |
| 3M | +41.1% | +1.2% | +39.9% | +41.8% |
| 6M | -9.5% | +2.7% | -12.2% | -8.7% |
| YTD | -8.7% | +3.2% | -11.9% | -7.6% |
| 1Y | -10.0% | +4.8% | -14.8% | -8.5% |
| 3Y | -24.6% | +19.0% | -43.6% | -24.1% |
| 5Y | -60.3% | +26.8% | -87.1% | -61.2% |
| All | -67.6% | +29.3% | -96.8% | -68.1% |
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