+39.1%
O vs JAAA
+18.5%
+20.6%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.8% | -0.8% |
| 7D | -0.4% | +0.1% | -0.5% | -0.6% |
| 30D | +7.1% | +0.4% | +6.7% | +6.3% |
| 3M | -5.2% | +1.2% | -6.4% | -7.3% |
| 6M | -1.8% | +2.3% | -4.1% | -5.7% |
| YTD | +9.1% | +4.0% | +5.1% | +1.7% |
| 1Y | +9.7% | +4.8% | +4.9% | +0.7% |
| 3Y | +39.1% | +18.4% | +20.7% | +11.0% |
| All | +39.1% | +18.5% | +20.6% | +11.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling