-17.6%
TEAM vs JAAA
+18.9%
-36.5%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | 0.0% | -6.9% | -6.9% |
| 7D | -5.7% | +0.1% | -5.8% | -6.5% |
| 30D | +18.3% | +0.5% | +17.9% | +13.9% |
| 3M | +80.2% | +1.2% | +79.0% | +63.5% |
| 6M | +111.0% | +2.8% | +108.1% | +67.6% |
| YTD | +8.8% | +3.2% | +5.6% | -16.1% |
| 1Y | +2.2% | +4.8% | -2.7% | -31.6% |
| All | -17.6% | +18.9% | -36.5% | -69.8% |
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