-6.1%
SUNB vs JAAA
+2.9%
-9.0%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.1% | +3.9% | +3.6% |
| 7D | -6.3% | +0.2% | -6.5% | -7.0% |
| 30D | -14.2% | +0.5% | -14.7% | -16.1% |
| 3M | -14.7% | +1.3% | -16.0% | -19.1% |
| 6M | -7.9% | +2.7% | -10.6% | -13.1% |
| All | -6.1% | +2.9% | -9.0% | -11.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling