-66.9%
W vs JAAA
+29.3%
-96.1%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.1% | +2.4% | +2.2% |
| 7D | -4.2% | +0.2% | -4.3% | -5.0% |
| 30D | -7.6% | +0.5% | -8.1% | -9.9% |
| 3M | +37.2% | +1.3% | +35.9% | +29.1% |
| 6M | +26.3% | +2.7% | +23.7% | +11.6% |
| YTD | -1.0% | +3.2% | -4.2% | -14.4% |
| 1Y | +20.1% | +4.9% | +15.2% | -3.7% |
| 3Y | +37.8% | +19.0% | +18.8% | -25.2% |
| 5Y | -63.7% | +26.8% | -90.5% | -83.2% |
| All | -66.9% | +29.3% | -96.1% | -87.0% |
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