-38.1%
COO vs JAAA
+29.4%
-67.4%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.6% |
| 7D | -22.5% | +0.1% | -22.6% | -22.6% |
| 30D | -29.7% | +0.5% | -30.3% | -30.2% |
| 3M | -20.1% | +1.3% | -21.4% | -21.4% |
| 6M | -26.9% | +2.8% | -29.7% | -29.3% |
| YTD | -34.2% | +3.3% | -37.5% | -36.7% |
| 1Y | -21.3% | +4.9% | -26.2% | -25.5% |
| 3Y | -38.7% | +19.0% | -57.6% | -45.9% |
| 5Y | -52.2% | +26.9% | -79.1% | -60.3% |
| All | -38.1% | +29.4% | -67.4% | -51.0% |
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