+266.0%
RJF vs JAAA
+29.3%
+236.7%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | +1.8% | +0.1% | +1.7% | +1.6% |
| 30D | 0.0% | +0.5% | -0.5% | -0.7% |
| 3M | +18.0% | +1.2% | +16.8% | +15.9% |
| 6M | +17.0% | +2.8% | +14.1% | +12.2% |
| YTD | +11.1% | +3.2% | +7.9% | +6.2% |
| 1Y | +8.0% | +4.8% | +3.1% | +0.9% |
| 3Y | +73.3% | +19.0% | +54.3% | +51.4% |
| 5Y | +107.4% | +26.8% | +80.6% | +74.2% |
| All | +266.0% | +29.3% | +236.7% | +180.3% |
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