+34.2%
RMD vs JAAA
+29.3%
+4.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.4% | -0.4% |
| 7D | -5.0% | +0.2% | -5.2% | -5.1% |
| 30D | +2.2% | +0.5% | +1.7% | +1.8% |
| 3M | +17.8% | +1.3% | +16.6% | +16.7% |
| 6M | -11.3% | +2.7% | -14.0% | -13.2% |
| YTD | -4.4% | +3.2% | -7.6% | -6.8% |
| 1Y | -15.7% | +4.9% | -20.6% | -18.8% |
| 3Y | +47.7% | +19.0% | +28.7% | +36.6% |
| 5Y | -19.2% | +26.8% | -46.0% | -27.8% |
| All | +34.2% | +29.3% | +4.9% | +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 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