+61.7%
NYT vs JAAA
+29.4%
+32.3%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.4% |
| 7D | -0.6% | +0.1% | -0.7% | -0.6% |
| 30D | +4.6% | +0.5% | +4.1% | +4.2% |
| 3M | -9.6% | +1.3% | -10.9% | -10.3% |
| 6M | -14.0% | +2.8% | -16.8% | -15.5% |
| YTD | -2.8% | +3.3% | -6.1% | -4.8% |
| 1Y | +15.6% | +4.9% | +10.7% | +12.2% |
| 3Y | +56.3% | +19.0% | +37.3% | +48.5% |
| 5Y | +39.5% | +26.9% | +12.6% | +26.0% |
| All | +61.7% | +29.4% | +32.3% | +61.7% |
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