+14.7%
S vs JAAA
+18.9%
-4.2%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | 0.0% | -2.3% | -2.3% |
| 7D | -5.8% | +0.1% | -5.9% | -6.3% |
| 30D | -9.2% | +0.5% | -9.7% | -11.4% |
| 3M | +23.4% | +1.2% | +22.2% | +15.7% |
| 6M | +36.9% | +2.8% | +34.1% | +17.6% |
| YTD | +29.5% | +3.2% | +26.4% | +9.3% |
| 1Y | +5.4% | +4.8% | +0.6% | -18.7% |
| 3Y | +14.7% | +19.0% | -4.3% | -27.8% |
| All | +14.7% | +18.9% | -4.2% | -27.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling