+90.1%
RF vs JAAA
+25.6%
+64.5%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.1% | -0.2% |
| 7D | +1.3% | +0.2% | +1.1% | +0.9% |
| 30D | -3.6% | +0.5% | -4.1% | -4.8% |
| 3M | +8.1% | +1.3% | +6.8% | +5.0% |
| 6M | +11.5% | +2.7% | +8.8% | +5.0% |
| YTD | +15.6% | +3.2% | +12.4% | +7.7% |
| 1Y | +15.7% | +4.9% | +10.8% | +4.0% |
| 3Y | +86.9% | +19.0% | +67.9% | +50.2% |
| All | +90.1% | +25.6% | +64.5% | +43.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling