+123.3%
F vs JAAA
+30.2%
+93.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.8% | -0.8% |
| 7D | +1.0% | +0.1% | +0.9% | +0.8% |
| 30D | +2.1% | +0.4% | +1.7% | +1.1% |
| 3M | -10.3% | +1.2% | -11.4% | -12.6% |
| 6M | +3.3% | +2.3% | +1.0% | -1.9% |
| YTD | -2.0% | +3.9% | -5.9% | -10.0% |
| 1Y | -2.3% | +4.8% | -7.1% | -11.7% |
| 3Y | +49.9% | +18.5% | +31.4% | +8.7% |
| 5Y | -12.5% | +27.5% | -39.9% | -44.4% |
| All | +123.3% | +30.2% | +93.1% | +22.3% |
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 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