-53.5%
S vs JAAA
+27.3%
-80.8%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.5% |
| 7D | -0.7% | +0.1% | -0.7% | -0.8% |
| 30D | -11.4% | +0.5% | -12.0% | -12.3% |
| 3M | +33.8% | +1.3% | +32.5% | +30.6% |
| 6M | +39.5% | +2.8% | +36.7% | +32.3% |
| YTD | +31.7% | +3.3% | +28.4% | +23.8% |
| 1Y | +7.0% | +4.9% | +2.1% | -2.4% |
| 3Y | +11.8% | +19.0% | -7.2% | -6.3% |
| 5Y | -69.0% | +26.9% | -95.9% | -75.7% |
| All | -53.5% | +27.3% | -80.8% | -60.4% |
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