+12.4%
U vs JAAA
+18.9%
-6.5%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | 0.0% | +2.6% | +2.6% |
| 7D | +4.5% | +0.1% | +4.4% | +3.7% |
| 30D | -0.6% | +0.5% | -1.0% | -3.7% |
| 3M | +48.4% | +1.2% | +47.2% | +36.1% |
| 6M | +115.4% | +2.8% | +112.5% | +75.3% |
| YTD | -3.2% | +3.2% | -6.4% | -22.9% |
| 1Y | -6.0% | +4.8% | -10.9% | -33.2% |
| All | +12.4% | +18.9% | -6.5% | -25.4% |
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