+51.1%
NEM vs JAAA
+4.8%
+46.3%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | 0.0% | +9.9% | +9.9% |
| 7D | +3.7% | +0.2% | +3.5% | +2.7% |
| 30D | +2.0% | +0.4% | +1.5% | -0.7% |
| 3M | +21.1% | +1.2% | +19.9% | +12.5% |
| 6M | +9.5% | +2.3% | +7.2% | -4.3% |
| YTD | +19.1% | +3.9% | +15.2% | -5.0% |
| 1Y | +51.1% | +4.8% | +46.3% | +0.8% |
| All | +51.1% | +4.8% | +46.3% | +0.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling