+107.7%
COST vs JAAA
+26.5%
+81.2%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.2% |
| 7D | -1.2% | +0.1% | -1.3% | -1.3% |
| 30D | -4.7% | +0.5% | -5.3% | -5.2% |
| 3M | -7.1% | +1.3% | -8.4% | -8.3% |
| 6M | -8.5% | +2.8% | -11.3% | -11.0% |
| YTD | +5.4% | +3.3% | +2.1% | +2.0% |
| 1Y | -5.6% | +4.9% | -10.6% | -10.3% |
| 3Y | +68.5% | +19.0% | +49.5% | +50.1% |
| All | +107.7% | +26.5% | +81.2% | +78.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling