-44.0%
S vs JAAA
+28.1%
-72.2%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.5% |
| 7D | +1.2% | +0.1% | +1.1% | +1.0% |
| 30D | -7.3% | +0.4% | -7.7% | -8.1% |
| 3M | +5.9% | +1.2% | +4.7% | +3.5% |
| 6M | +45.6% | +2.3% | +43.3% | +39.2% |
| YTD | +58.5% | +4.0% | +54.6% | +47.1% |
| 1Y | +37.6% | +4.8% | +32.8% | +25.8% |
| 3Y | +51.7% | +18.5% | +33.2% | +25.7% |
| 5Y | -67.5% | +27.5% | -95.0% | -75.4% |
| All | -44.0% | +28.1% | -72.2% | -52.9% |
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