-28.6%
COO vs JAAA
+30.2%
-58.8%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | -2.1% | +0.1% | -2.2% | -2.2% |
| 30D | +13.9% | +0.4% | +13.5% | +13.3% |
| 3M | -18.9% | +1.2% | -20.2% | -20.2% |
| 6M | +3.7% | +2.3% | +1.5% | +0.8% |
| YTD | -24.1% | +4.0% | -28.1% | -27.6% |
| 1Y | -14.2% | +4.8% | -19.0% | -18.9% |
| 3Y | -24.5% | +18.5% | -42.9% | -33.6% |
| 5Y | -40.4% | +27.5% | -67.9% | -50.9% |
| All | -28.6% | +30.2% | -58.8% | -44.0% |
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