-49.1%
COMP vs JAAA
+28.4%
-77.5%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | 0.0% | +2.7% | +2.6% |
| 7D | +2.2% | +0.1% | +2.1% | +1.9% |
| 30D | +16.3% | +0.4% | +15.9% | +14.9% |
| 3M | -19.1% | +1.2% | -20.3% | -22.1% |
| 6M | +17.1% | +2.3% | +14.8% | +9.0% |
| YTD | -2.9% | +4.0% | -6.9% | -13.6% |
| 1Y | +8.8% | +4.8% | +4.0% | -5.3% |
| 3Y | +423.5% | +18.5% | +405.0% | +260.9% |
| 5Y | -10.5% | +27.5% | -38.0% | -51.7% |
| All | -49.1% | +28.4% | -77.5% | -72.7% |
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