+955.9%
ASX vs JAAA
+30.2%
+925.8%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | 0.0% | +8.6% | +8.6% |
| 7D | -12.3% | +0.1% | -12.3% | -12.4% |
| 30D | -26.0% | +0.4% | -26.4% | -26.6% |
| 3M | -8.1% | +1.1% | -9.2% | -10.4% |
| 6M | +1.4% | +2.3% | -0.9% | -3.6% |
| YTD | +115.6% | +3.9% | +111.7% | +98.2% |
| 1Y | +128.0% | +4.8% | +123.2% | +105.8% |
| 3Y | +371.4% | +18.4% | +353.0% | +269.0% |
| 5Y | +469.4% | +27.4% | +442.0% | +304.4% |
| All | +955.9% | +30.2% | +925.8% | +602.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling