+65.5%
T vs JAAA
+18.5%
+47.0%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | +1.6% | +0.1% | +1.6% | +1.5% |
| 30D | -2.9% | +0.4% | -3.3% | -3.4% |
| 3M | -7.5% | +1.2% | -8.7% | -8.8% |
| 6M | -9.9% | +2.3% | -12.2% | -12.2% |
| YTD | -6.4% | +4.0% | -10.4% | -10.6% |
| 1Y | -9.4% | +4.8% | -14.2% | -14.4% |
| All | +65.5% | +18.5% | +47.0% | +34.6% |
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