+72.9%
B vs JAAA
+30.2%
+42.7%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | 0.0% | -6.1% | -6.2% |
| 7D | +7.1% | +0.1% | +7.0% | +7.0% |
| 30D | -3.3% | +0.4% | -3.8% | -3.9% |
| 3M | -2.5% | +1.2% | -3.7% | -4.2% |
| 6M | -7.2% | +2.3% | -9.5% | -10.2% |
| YTD | -7.4% | +3.9% | -11.3% | -12.2% |
| 1Y | +16.4% | +4.8% | +11.7% | +9.1% |
| 3Y | +178.7% | +18.5% | +160.2% | +120.4% |
| 5Y | +121.7% | +27.5% | +94.2% | +54.6% |
| All | +72.9% | +30.2% | +42.7% | +11.1% |
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