-46.5%
COMP vs JAAA
+28.4%
-74.8%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | 0.0% | +5.7% | +5.7% |
| 7D | +14.5% | +0.1% | +14.5% | +14.3% |
| 30D | +14.9% | +0.4% | +14.5% | +13.5% |
| 3M | -14.2% | +1.1% | -15.4% | -17.2% |
| 6M | +23.7% | +2.3% | +21.5% | +15.4% |
| YTD | +2.1% | +3.9% | -1.8% | -9.0% |
| 1Y | +26.2% | +4.8% | +21.4% | +9.9% |
| 3Y | +470.9% | +18.4% | +452.5% | +294.3% |
| 5Y | -14.0% | +27.4% | -41.4% | -53.5% |
| All | -46.5% | +28.4% | -74.8% | -71.2% |
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