+29.7%
Q vs JAAA
+4.4%
+25.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | 0.0% | +2.3% | +2.3% |
| 7D | +6.7% | +0.1% | +6.6% | +5.4% |
| 30D | -10.6% | +0.5% | -11.1% | -15.8% |
| 3M | -14.6% | +1.2% | -15.8% | -27.7% |
| 6M | +12.1% | +2.8% | +9.2% | -22.9% |
| YTD | +51.3% | +3.2% | +48.1% | -4.6% |
| All | +29.7% | +4.4% | +25.3% | -39.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling