+32.0%
Q vs JAAA
+4.4%
+27.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.8% | +1.5% |
| 7D | +6.6% | +0.1% | +6.5% | +5.3% |
| 30D | -6.6% | +0.5% | -7.0% | -11.9% |
| 3M | -13.2% | +1.2% | -14.5% | -26.9% |
| 6M | +9.9% | +2.7% | +7.2% | -23.3% |
| YTD | +53.9% | +3.2% | +50.7% | -3.2% |
| All | +32.0% | +4.4% | +27.6% | -38.3% |
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