+41.0%
O vs JAAA
+29.3%
+11.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | -3.5% | +0.1% | -3.6% | -3.6% |
| 30D | -3.3% | +0.4% | -3.8% | -3.6% |
| 3M | -2.8% | +1.2% | -4.1% | -3.6% |
| 6M | -5.8% | +2.7% | -8.4% | -7.3% |
| YTD | +9.4% | +3.2% | +6.2% | +7.3% |
| 1Y | +5.7% | +4.8% | +0.9% | +2.6% |
| 3Y | +27.2% | +19.0% | +8.3% | +18.9% |
| 5Y | +17.2% | +26.8% | -9.6% | +6.2% |
| All | +41.0% | +29.3% | +11.7% | +23.6% |
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