+29.7%
Q vs JAAA
+4.4%
+25.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.5% |
| 7D | +4.1% | +0.1% | +4.0% | +3.1% |
| 30D | -10.7% | +0.4% | -11.2% | -15.6% |
| 3M | -11.7% | +1.2% | -12.9% | -25.2% |
| 6M | +8.3% | +2.7% | +5.7% | -23.8% |
| YTD | +51.3% | +3.2% | +48.1% | -4.6% |
| All | +29.7% | +4.4% | +25.4% | -39.2% |
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