+30.2%
OMC vs JAAA
+26.5%
+3.7%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.6% | -0.7% |
| 7D | -4.4% | +0.1% | -4.4% | -4.5% |
| 30D | -7.6% | +0.5% | -8.1% | -8.3% |
| 3M | +4.5% | +1.3% | +3.3% | +2.6% |
| 6M | -0.3% | +2.8% | -3.0% | -4.2% |
| YTD | -0.1% | +3.3% | -3.4% | -4.7% |
| 1Y | +4.6% | +4.9% | -0.3% | -2.4% |
| 3Y | +10.5% | +19.0% | -8.5% | -6.2% |
| All | +30.2% | +26.5% | +3.7% | +9.4% |
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