-61.9%
W vs JAAA
+30.2%
-92.1%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.6% |
| 7D | -7.4% | +0.1% | -7.5% | -7.8% |
| 30D | +7.8% | +0.4% | +7.4% | +5.7% |
| 3M | +10.9% | +1.2% | +9.7% | +4.8% |
| 6M | +86.4% | +2.3% | +84.1% | +66.9% |
| YTD | +14.0% | +4.0% | +10.0% | -5.0% |
| 1Y | +3.5% | +4.8% | -1.3% | -16.7% |
| 3Y | +164.8% | +18.5% | +146.3% | +43.5% |
| 5Y | -53.1% | +27.5% | -80.6% | -78.9% |
| All | -61.9% | +30.2% | -92.1% | -85.5% |
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