-47.8%
S vs JAAA
+28.2%
-75.9%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.5% |
| 7D | +2.0% | +0.1% | +1.9% | +1.8% |
| 30D | -2.7% | +0.4% | -3.1% | -3.5% |
| 3M | -6.9% | +1.2% | -8.1% | -9.0% |
| 6M | +38.1% | +2.3% | +35.8% | +32.1% |
| YTD | +48.0% | +4.0% | +44.0% | +37.3% |
| 1Y | +34.5% | +4.8% | +29.6% | +22.8% |
| 3Y | +38.3% | +18.4% | +19.9% | +14.6% |
| 5Y | -70.9% | +27.5% | -98.4% | -78.0% |
| All | -47.8% | +28.2% | -75.9% | -56.1% |
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