+134.5%
URA vs JAAA
+26.4%
+108.1%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | 0.0% | +3.1% | +3.1% |
| 7D | +8.1% | +0.1% | +8.0% | +7.9% |
| 30D | +5.8% | +0.5% | +5.3% | +4.9% |
| 3M | +3.4% | +1.2% | +2.2% | +1.3% |
| 6M | -2.6% | +2.8% | -5.5% | -7.2% |
| YTD | +11.2% | +3.2% | +8.0% | +5.6% |
| 1Y | +19.8% | +4.8% | +15.0% | +11.3% |
| 3Y | +121.5% | +19.0% | +102.5% | +92.0% |
| 5Y | +134.5% | +26.8% | +107.6% | +112.8% |
| All | +134.5% | +26.4% | +108.1% | +112.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling