-65.4%
TEAM vs JAAA
+27.5%
-93.0%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.5% | -1.6% |
| 7D | -2.4% | +0.1% | -2.5% | -2.6% |
| 30D | -26.7% | +0.4% | -27.1% | -27.5% |
| 3M | -9.6% | +1.2% | -10.8% | -12.3% |
| 6M | +86.0% | +2.3% | +83.7% | +76.2% |
| YTD | -7.5% | +4.0% | -11.5% | -15.7% |
| 1Y | -1.4% | +4.8% | -6.2% | -11.7% |
| 3Y | -14.3% | +18.4% | -32.8% | -28.7% |
| All | -65.4% | +27.5% | -93.0% | -73.1% |
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