+702.6%
UMAC vs JAAA
+15.4%
+687.3%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | 0.0% | -6.4% | -6.7% |
| 7D | +3.3% | +0.1% | +3.2% | +1.8% |
| 30D | -10.4% | +0.5% | -10.8% | -15.9% |
| 3M | +1.8% | +1.2% | +0.5% | -14.6% |
| 6M | +40.7% | +2.7% | +38.0% | -4.2% |
| YTD | +90.9% | +3.2% | +87.7% | +21.0% |
| 1Y | +151.8% | +4.8% | +147.0% | +26.1% |
| All | +702.6% | +15.4% | +687.3% | -98.2% |
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