+42.1%
RF vs JAAA
+27.4%
+14.7%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -0.9% | +0.2% | -1.1% | -1.3% |
| 30D | +6.0% | +0.4% | +5.6% | +5.0% |
| 3M | -8.9% | +1.2% | -10.1% | -11.4% |
| 6M | +2.3% | +2.3% | 0.0% | -3.0% |
| YTD | +7.6% | +3.9% | +3.7% | -1.4% |
| 1Y | +21.2% | +4.8% | +16.3% | +9.0% |
| 3Y | +108.5% | +18.5% | +90.0% | +65.5% |
| All | +42.1% | +27.4% | +14.7% | +4.8% |
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