+64.2%
T vs JAAA
+26.7%
+37.5%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.8% |
| 7D | -3.1% | +0.1% | -3.2% | -3.1% |
| 30D | +4.6% | +0.5% | +4.1% | +4.4% |
| 3M | +12.2% | +1.2% | +11.0% | +11.6% |
| 6M | -6.5% | +2.7% | -9.2% | -7.5% |
| YTD | +4.9% | +3.2% | +1.7% | +3.5% |
| 1Y | -10.5% | +4.8% | -15.3% | -12.3% |
| 3Y | +104.6% | +19.0% | +85.6% | +94.6% |
| 5Y | +64.2% | +26.8% | +37.4% | +48.5% |
| All | +64.2% | +26.7% | +37.5% | +48.5% |
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