-61.6%
QS vs JAAA
+29.3%
-90.8%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | 0.0% | +2.0% | +2.0% |
| 7D | +2.2% | +0.1% | +2.1% | +2.0% |
| 30D | -8.1% | +0.5% | -8.5% | -9.0% |
| 3M | -27.0% | +1.2% | -28.2% | -29.1% |
| 6M | -16.4% | +2.8% | -19.3% | -21.7% |
| YTD | -46.4% | +3.2% | -49.5% | -50.0% |
| 1Y | -41.1% | +4.8% | -45.9% | -46.8% |
| 3Y | -18.6% | +19.0% | -37.6% | -36.0% |
| 5Y | -73.0% | +26.8% | -99.9% | -80.7% |
| All | -61.6% | +29.3% | -90.8% | -76.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling