-53.2%
S vs JAAA
+27.2%
-80.4%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.2% |
| 7D | -7.7% | +0.2% | -7.9% | -8.0% |
| 30D | -5.3% | +0.5% | -5.9% | -6.3% |
| 3M | +20.3% | +1.3% | +19.0% | +17.4% |
| 6M | +47.4% | +2.7% | +44.7% | +40.1% |
| YTD | +32.5% | +3.2% | +29.4% | +24.8% |
| 1Y | +9.5% | +4.9% | +4.6% | -0.1% |
| 3Y | +15.5% | +19.0% | -3.5% | -3.1% |
| 5Y | -71.2% | +26.8% | -98.0% | -77.3% |
| All | -53.2% | +27.2% | -80.4% | -60.1% |
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