+278.6%
SLB vs JAAA
+30.2%
+248.4%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.5% | +0.5% |
| 7D | -7.1% | +0.2% | -7.3% | -7.4% |
| 30D | +4.1% | +0.4% | +3.7% | +3.1% |
| 3M | -2.6% | +1.2% | -3.8% | -5.1% |
| 6M | -8.6% | +2.3% | -10.9% | -13.0% |
| YTD | +32.2% | +3.9% | +28.3% | +21.9% |
| 1Y | +40.7% | +4.8% | +35.8% | +27.3% |
| 3Y | -4.5% | +18.5% | -23.1% | -23.1% |
| 5Y | +66.4% | +27.5% | +38.9% | +25.1% |
| All | +278.6% | +30.2% | +248.4% | +179.7% |
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