+86.6%
CAPR vs JAAA
+29.3%
+57.3%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | 0.0% | -4.7% | -4.6% |
| 7D | -12.6% | +0.1% | -12.7% | -12.6% |
| 30D | +124.4% | +0.5% | +124.0% | +124.5% |
| 3M | -66.8% | +1.2% | -68.0% | -66.8% |
| 6M | -71.8% | +2.7% | -74.5% | -71.7% |
| YTD | -70.1% | +3.2% | -73.3% | -69.9% |
| 1Y | +33.3% | +4.8% | +28.5% | +35.0% |
| 3Y | +36.7% | +19.0% | +17.7% | +63.0% |
| 5Y | +72.5% | +26.8% | +45.7% | +120.0% |
| All | +86.6% | +29.3% | +57.3% | +117.4% |
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