+60.6%
UNP vs JAAA
+29.3%
+31.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | 0.0% |
| 7D | -5.3% | +0.2% | -5.5% | -5.6% |
| 30D | -1.5% | +0.5% | -2.1% | -2.4% |
| 3M | +10.3% | +1.3% | +9.0% | +8.0% |
| 6M | +9.7% | +2.7% | +7.0% | +5.0% |
| YTD | +27.1% | +3.2% | +23.9% | +20.7% |
| 1Y | +32.6% | +4.9% | +27.6% | +22.5% |
| 3Y | +40.0% | +19.0% | +21.0% | +13.2% |
| 5Y | +50.8% | +26.8% | +24.0% | +14.9% |
| All | +60.6% | +29.3% | +31.4% | +9.6% |
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