+467.1%
UMC vs JAAA
+29.3%
+437.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | 0.0% | -2.5% | -2.5% |
| 7D | +11.4% | +0.1% | +11.3% | +11.2% |
| 30D | +16.8% | +0.4% | +16.4% | +16.0% |
| 3M | +19.1% | +1.2% | +17.9% | +16.8% |
| 6M | +137.4% | +2.7% | +134.8% | +127.5% |
| YTD | +186.4% | +3.2% | +183.2% | +172.1% |
| 1Y | +229.1% | +4.8% | +224.3% | +205.1% |
| 3Y | +257.9% | +19.0% | +238.9% | +189.5% |
| 5Y | +137.5% | +26.8% | +110.8% | +73.9% |
| All | +467.1% | +29.3% | +437.8% | +304.0% |
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 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