-24.7%
QS vs JAAA
+18.9%
-43.6%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | 0.0% | -6.6% | -6.7% |
| 7D | -4.2% | +0.1% | -4.3% | -4.7% |
| 30D | -15.7% | +0.5% | -16.1% | -17.6% |
| 3M | -28.7% | +1.2% | -29.9% | -33.2% |
| 6M | -23.2% | +2.7% | -26.0% | -33.1% |
| YTD | -49.9% | +3.2% | -53.1% | -57.1% |
| 1Y | -38.8% | +4.8% | -43.6% | -50.7% |
| All | -24.7% | +18.9% | -43.6% | -24.5% |
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