+151.5%
F vs JAAA
+29.3%
+122.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | 0.0% | -4.2% | -4.2% |
| 7D | +1.2% | +0.1% | +1.1% | +0.9% |
| 30D | +1.2% | +0.5% | +0.8% | +0.2% |
| 3M | -5.7% | +1.2% | -6.9% | -8.2% |
| 6M | +17.9% | +2.8% | +15.1% | +10.9% |
| YTD | +10.4% | +3.2% | +7.2% | +3.1% |
| 1Y | +25.3% | +4.8% | +20.5% | +13.2% |
| 3Y | +37.5% | +19.0% | +18.5% | -0.6% |
| 5Y | +46.5% | +26.8% | +19.7% | -6.5% |
| All | +151.5% | +29.3% | +122.3% | +40.1% |
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