+27.4%
WMT vs JAAA
+4.8%
+22.6%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | 0.0% | +3.5% | +3.5% |
| 7D | +8.8% | +0.2% | +8.6% | +8.6% |
| 30D | +22.9% | +0.4% | +22.5% | +22.5% |
| 3M | +16.1% | +1.2% | +14.9% | +15.2% |
| 6M | -0.5% | +2.3% | -2.8% | -2.1% |
| YTD | +16.7% | +3.9% | +12.8% | +15.3% |
| 1Y | +27.4% | +4.8% | +22.6% | +27.3% |
| All | +27.4% | +4.8% | +22.6% | +27.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling