-2.4%
U vs JAAA
+4.7%
-7.1%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -0.9% |
| 7D | 0.0% | +0.1% | -0.1% | -0.8% |
| 30D | -4.1% | +0.4% | -4.5% | -8.0% |
| 3M | +57.8% | +1.2% | +56.6% | +39.5% |
| 6M | +103.5% | +2.7% | +100.9% | +51.2% |
| YTD | -4.8% | +3.2% | -7.9% | -33.3% |
| 1Y | -2.4% | +4.8% | -7.2% | -53.0% |
| All | -2.4% | +4.7% | -7.1% | -53.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling