+38.4%
URA vs JAAA
+18.5%
+19.9%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | 0.0% | +4.4% | +4.2% |
| 7D | -4.1% | +0.2% | -4.3% | -4.8% |
| 30D | -19.0% | +0.4% | -19.4% | -20.6% |
| 3M | -25.1% | +1.2% | -26.3% | -29.1% |
| 6M | -44.5% | +2.3% | -46.8% | -50.1% |
| YTD | -24.3% | +3.9% | -28.2% | -36.1% |
| 1Y | -28.1% | +4.8% | -32.9% | -41.2% |
| All | +38.4% | +18.5% | +19.9% | +6.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling