+102.5%
SPOT vs JAAA
+29.3%
+73.3%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | 0.0% | -2.5% | -2.5% |
| 7D | -2.9% | +0.1% | -2.9% | -3.1% |
| 30D | +8.3% | +0.5% | +7.8% | +7.2% |
| 3M | +5.1% | +1.2% | +3.9% | +2.3% |
| 6M | -6.5% | +2.8% | -9.3% | -12.1% |
| YTD | -9.0% | +3.2% | -12.1% | -15.1% |
| 1Y | -26.4% | +4.8% | -31.2% | -33.8% |
| 3Y | +240.0% | +19.0% | +221.1% | +155.8% |
| 5Y | +111.7% | +26.8% | +84.9% | +47.1% |
| All | +102.5% | +29.3% | +73.3% | +24.0% |
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