+76.5%
SPY vs JAAA
+18.9%
+57.5%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.6% |
| 7D | -0.4% | +0.1% | -0.5% | -0.8% |
| 30D | -1.4% | +0.5% | -1.8% | -3.3% |
| 3M | +3.7% | +1.2% | +2.5% | -1.8% |
| 6M | +13.0% | +2.7% | +10.3% | +0.5% |
| YTD | +12.4% | +3.2% | +9.2% | -2.0% |
| 1Y | +18.5% | +4.8% | +13.7% | -3.1% |
| All | +76.5% | +18.9% | +57.5% | +30.7% |
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 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