+139.1%
SPY vs JAAA
+30.3%
+108.9%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | +2.6% | +0.1% | +2.5% | +2.4% |
| 30D | -2.0% | +0.4% | -2.4% | -2.7% |
| 3M | -2.8% | +1.2% | -4.0% | -4.7% |
| 6M | +2.1% | +2.3% | -0.2% | -1.6% |
| YTD | +11.5% | +4.0% | +7.5% | +4.6% |
| 1Y | +13.5% | +4.8% | +8.6% | +5.2% |
| 3Y | +77.7% | +18.4% | +59.3% | +50.3% |
| 5Y | +72.6% | +27.5% | +45.1% | +39.3% |
| All | +139.1% | +30.3% | +108.9% | +82.2% |
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