+746.6%
UUUU vs JAAA
+29.3%
+717.3%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | 0.0% | -6.3% | -6.3% |
| 7D | -5.0% | +0.1% | -5.1% | -5.2% |
| 30D | -7.8% | +0.4% | -8.2% | -8.7% |
| 3M | -0.4% | +1.2% | -1.6% | -3.1% |
| 6M | -32.9% | +2.7% | -35.6% | -36.7% |
| YTD | -6.3% | +3.2% | -9.4% | -12.3% |
| 1Y | +7.9% | +4.8% | +3.1% | -1.9% |
| 3Y | +85.2% | +19.0% | +66.2% | +37.8% |
| 5Y | +97.0% | +26.8% | +70.2% | +32.2% |
| All | +746.6% | +29.3% | +717.3% | +297.5% |
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 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