+238.6%
P vs JAAA
+27.4%
+211.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | 0.0% | +3.5% | +3.4% |
| 7D | -23.8% | +0.2% | -24.0% | -24.2% |
| 30D | -36.6% | +0.4% | -37.1% | -37.4% |
| 3M | +10.9% | +1.2% | +9.7% | +7.2% |
| 6M | +30.0% | +2.3% | +27.6% | +21.7% |
| YTD | +44.4% | +3.9% | +40.5% | +30.1% |
| 1Y | +3.9% | +4.8% | -0.9% | -8.4% |
| 3Y | +176.6% | +18.5% | +158.1% | +112.8% |
| All | +238.6% | +27.4% | +211.2% | +153.9% |
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