+114.9%
URA vs JAAA
+18.9%
+96.0%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.4% | -1.4% |
| 7D | +5.7% | +0.1% | +5.6% | +5.3% |
| 30D | +5.6% | +0.5% | +5.1% | +3.5% |
| 3M | +6.2% | +1.2% | +5.0% | +0.4% |
| 6M | -8.2% | +2.7% | -11.0% | -18.7% |
| YTD | +9.7% | +3.2% | +6.5% | -4.2% |
| 1Y | +17.0% | +4.8% | +12.2% | -3.3% |
| All | +114.9% | +18.9% | +96.0% | +72.5% |
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