-52.7%
TEAM vs JAAA
+26.8%
-79.5%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.1% |
| 7D | -7.8% | +0.1% | -7.8% | -7.9% |
| 30D | +16.5% | +0.4% | +16.1% | +15.3% |
| 3M | +96.2% | +1.2% | +95.0% | +90.8% |
| 6M | +130.2% | +2.7% | +127.5% | +116.8% |
| YTD | +10.7% | +3.2% | +7.6% | +3.1% |
| 1Y | +3.0% | +4.8% | -1.8% | -7.5% |
| 3Y | -13.1% | +19.0% | -32.1% | -25.2% |
| 5Y | -52.7% | +26.8% | -79.5% | -60.8% |
| All | -52.7% | +26.8% | -79.5% | -60.8% |
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 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