-62.3%
W vs JAAA
+26.7%
-89.0%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.1% | +0.1% |
| 7D | +5.9% | +0.1% | +5.8% | +5.4% |
| 30D | -3.0% | +0.5% | -3.5% | -5.1% |
| 3M | +40.3% | +1.2% | +39.1% | +32.3% |
| 6M | +32.2% | +2.7% | +29.5% | +16.5% |
| YTD | -0.3% | +3.2% | -3.5% | -13.9% |
| 1Y | +16.2% | +4.8% | +11.4% | -6.2% |
| 3Y | +40.7% | +19.0% | +21.7% | -21.2% |
| 5Y | -62.3% | +26.8% | -89.1% | -82.1% |
| All | -62.3% | +26.7% | -89.0% | -82.1% |
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