+1,125.0%
ASX vs JAAA
+29.3%
+1,095.7%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | 0.0% | -3.2% | -3.2% |
| 7D | +6.5% | +0.1% | +6.4% | +6.3% |
| 30D | +3.1% | +0.4% | +2.7% | +2.1% |
| 3M | +17.4% | +1.2% | +16.2% | +14.3% |
| 6M | +85.4% | +2.7% | +82.8% | +75.0% |
| YTD | +150.1% | +3.2% | +146.9% | +133.5% |
| 1Y | +256.3% | +4.8% | +251.5% | +221.8% |
| 3Y | +446.9% | +19.0% | +427.9% | +330.4% |
| 5Y | +447.1% | +26.8% | +420.3% | +292.9% |
| All | +1,125.0% | +29.3% | +1,095.7% | +728.1% |
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