+146.6%
NDAQ vs JAAA
+29.3%
+117.4%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.1% | -1.9% | -1.9% |
| 7D | -2.4% | +0.2% | -2.6% | -2.6% |
| 30D | +2.5% | +0.5% | +1.9% | +1.9% |
| 3M | +9.9% | +1.3% | +8.7% | +8.6% |
| 6M | +9.4% | +2.7% | +6.8% | +6.9% |
| YTD | +0.4% | +3.2% | -2.8% | -2.3% |
| 1Y | +4.0% | +4.9% | -0.9% | -0.1% |
| 3Y | +94.4% | +19.0% | +75.4% | +89.5% |
| 5Y | +56.7% | +26.8% | +29.9% | +51.3% |
| All | +146.6% | +29.3% | +117.4% | +130.0% |
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