+97.2%
USB vs JAAA
+30.1%
+67.1%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.1% | -2.1% |
| 7D | -1.5% | +0.2% | -1.6% | -1.8% |
| 30D | +4.3% | +0.4% | +3.9% | +3.3% |
| 3M | -6.1% | +1.2% | -7.3% | -8.7% |
| 6M | +9.4% | +2.3% | +7.1% | +3.6% |
| YTD | +15.2% | +3.9% | +11.3% | +5.5% |
| 1Y | +32.8% | +4.8% | +28.0% | +19.2% |
| 3Y | +91.3% | +18.7% | +72.6% | +46.8% |
| 5Y | +22.7% | +27.4% | -4.7% | -11.6% |
| All | +97.2% | +30.1% | +67.1% | +30.3% |
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