+26.7%
Q vs JAAA
+4.4%
+22.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.6% | +0.7% |
| 7D | +0.2% | +0.2% | +0.1% | -2.0% |
| 30D | -11.1% | +0.5% | -11.7% | -17.1% |
| 3M | -22.1% | +1.3% | -23.4% | -34.6% |
| 6M | +0.5% | +2.7% | -2.2% | -29.5% |
| YTD | +47.8% | +3.2% | +44.6% | -6.8% |
| All | +26.7% | +4.4% | +22.4% | -40.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling