-53.3%
U vs JAAA
+29.3%
-82.6%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.2% |
| 7D | -3.8% | +0.2% | -4.0% | -4.3% |
| 30D | +17.5% | +0.5% | +16.9% | +15.6% |
| 3M | +38.7% | +1.3% | +37.5% | +33.5% |
| 6M | +104.4% | +2.7% | +101.8% | +88.6% |
| YTD | -5.7% | +3.2% | -8.9% | -14.2% |
| 1Y | +3.7% | +4.9% | -1.2% | -10.2% |
| 3Y | +12.3% | +19.0% | -6.7% | -18.9% |
| 5Y | -68.8% | +26.8% | -95.6% | -80.5% |
| All | -53.3% | +29.3% | -82.6% | -71.8% |
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 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