-11.0%
TEAM vs JAAA
+29.3%
-40.2%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.1% | -2.7% | -2.8% |
| 7D | -0.4% | +0.2% | -0.6% | -0.9% |
| 30D | +67.3% | +0.5% | +66.8% | +65.2% |
| 3M | +86.8% | +1.3% | +85.5% | +81.3% |
| 6M | +146.8% | +2.7% | +144.2% | +132.0% |
| YTD | +16.9% | +3.2% | +13.7% | +8.6% |
| 1Y | +12.8% | +4.9% | +7.9% | +0.6% |
| 3Y | -7.3% | +19.0% | -26.3% | -24.1% |
| 5Y | -50.7% | +26.8% | -77.5% | -61.1% |
| All | -11.0% | +29.3% | -40.2% | -36.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling