+105.8%
CAPR vs JAAA
+30.3%
+75.5%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | 0.0% | -7.0% | -6.9% |
| 7D | +5.9% | +0.1% | +5.8% | +5.9% |
| 30D | +44.6% | +0.4% | +44.2% | +44.6% |
| 3M | +126.4% | +1.2% | +125.2% | +126.4% |
| 6M | -68.6% | +2.3% | -70.9% | -68.6% |
| YTD | -67.0% | +4.0% | -71.0% | -66.9% |
| 1Y | +65.2% | +4.8% | +60.3% | +66.4% |
| 3Y | +235.6% | +18.4% | +217.1% | +291.4% |
| 5Y | +175.4% | +27.5% | +147.9% | +251.3% |
| All | +105.8% | +30.3% | +75.5% | +139.8% |
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