+45.0%
O vs JAAA
+29.3%
+15.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.8% |
| 7D | -0.7% | +0.2% | -0.9% | -0.9% |
| 30D | -1.9% | +0.5% | -2.4% | -2.2% |
| 3M | +3.8% | +1.3% | +2.6% | +3.0% |
| 6M | -4.7% | +2.7% | -7.4% | -6.3% |
| YTD | +12.5% | +3.2% | +9.3% | +10.3% |
| 1Y | +10.8% | +4.9% | +5.9% | +7.6% |
| 3Y | +28.8% | +19.0% | +9.8% | +20.4% |
| 5Y | +13.2% | +26.8% | -13.6% | +2.6% |
| All | +45.0% | +29.3% | +15.7% | +27.1% |
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