+33.8%
UNH vs JAAA
+29.3%
+4.5%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | 0.0% | -2.0% | -2.0% |
| 7D | -1.7% | +0.1% | -1.8% | -1.7% |
| 30D | -3.8% | +0.5% | -4.3% | -4.1% |
| 3M | -4.3% | +1.2% | -5.5% | -4.9% |
| 6M | +38.6% | +2.7% | +35.9% | +36.7% |
| YTD | +20.7% | +3.2% | +17.5% | +18.8% |
| 1Y | +16.0% | +4.8% | +11.2% | +13.4% |
| 3Y | -13.5% | +19.0% | -32.5% | -18.7% |
| 5Y | +3.5% | +26.8% | -23.3% | -4.0% |
| All | +33.8% | +29.3% | +4.5% | +19.7% |
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