-26.4%
NOW vs JAAA
+27.4%
-53.8%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.5% |
| 7D | -3.0% | +0.2% | -3.2% | -3.3% |
| 30D | -26.0% | +0.4% | -26.5% | -26.7% |
| 3M | -13.1% | +1.2% | -14.3% | -15.4% |
| 6M | +14.5% | +2.3% | +12.2% | +8.9% |
| YTD | -33.4% | +3.9% | -37.3% | -38.6% |
| 1Y | -40.6% | +4.8% | -45.5% | -46.3% |
| 3Y | -16.3% | +18.5% | -34.8% | -31.4% |
| All | -26.4% | +27.4% | -53.8% | -43.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling