+9.3%
XYZ vs JAAA
+4.9%
+4.4%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -1.4% |
| 7D | -1.0% | +0.2% | -1.1% | -2.4% |
| 30D | -1.7% | +0.5% | -2.2% | -5.9% |
| 3M | +16.7% | +1.3% | +15.5% | +5.1% |
| 6M | +26.9% | +2.7% | +24.2% | +4.2% |
| YTD | +27.1% | +3.2% | +24.0% | -7.2% |
| 1Y | +9.3% | +4.9% | +4.3% | -42.9% |
| All | +9.3% | +4.9% | +4.4% | -42.9% |
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