+177.5%
NDAQ vs JAAA
+30.2%
+147.3%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | +1.7% | +0.1% | +1.6% | +1.6% |
| 30D | +16.2% | +0.4% | +15.8% | +15.8% |
| 3M | +14.0% | +1.2% | +12.8% | +12.7% |
| 6M | +22.3% | +2.3% | +20.0% | +19.7% |
| YTD | +13.0% | +4.0% | +9.0% | +9.1% |
| 1Y | +24.0% | +4.8% | +19.2% | +19.0% |
| 3Y | +117.1% | +18.5% | +98.6% | +109.4% |
| 5Y | +67.5% | +27.5% | +40.1% | +60.5% |
| All | +177.5% | +30.2% | +147.3% | +157.0% |
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