-0.5%
SUNB vs JAAA
+3.0%
-3.4%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -1.0% |
| 7D | +6.0% | +0.1% | +5.9% | +5.6% |
| 30D | -9.7% | +0.5% | -10.2% | -11.8% |
| 3M | -9.8% | +1.3% | -11.1% | -14.7% |
| 6M | +3.1% | +2.8% | +0.3% | -2.9% |
| All | -0.5% | +3.0% | -3.4% | -6.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling