+63.7%
B vs JAAA
+30.3%
+33.4%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -7.3% | +0.1% | -7.4% | -7.5% |
| 30D | -3.3% | +0.4% | -3.8% | -3.9% |
| 3M | -7.8% | +1.2% | -9.0% | -9.4% |
| 6M | -15.5% | +2.3% | -17.9% | -18.3% |
| YTD | -12.3% | +4.0% | -16.3% | -17.0% |
| 1Y | +5.4% | +4.8% | +0.5% | -1.3% |
| 3Y | +165.5% | +18.4% | +147.1% | +110.1% |
| 5Y | +107.0% | +27.5% | +79.5% | +44.4% |
| All | +63.7% | +30.3% | +33.4% | +5.1% |
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