+453.9%
P vs JAAA
+30.2%
+423.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.9% | -0.9% |
| 7D | -13.3% | +0.1% | -13.4% | -13.5% |
| 30D | -34.0% | +0.4% | -34.4% | -34.8% |
| 3M | +4.1% | +1.2% | +2.9% | +0.9% |
| 6M | +30.5% | +2.3% | +28.2% | +22.7% |
| YTD | +52.2% | +3.9% | +48.3% | +37.7% |
| 1Y | +10.3% | +4.8% | +5.5% | -2.1% |
| 3Y | +180.9% | +18.5% | +162.4% | +117.0% |
| 5Y | +259.7% | +27.5% | +232.2% | +162.6% |
| All | +453.9% | +30.2% | +423.7% | +274.5% |
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