+51.6%
SAP vs JAAA
+29.3%
+22.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.2% |
| 7D | -0.3% | +0.1% | -0.4% | -0.5% |
| 30D | +0.3% | +0.5% | -0.2% | -0.6% |
| 3M | +16.9% | +1.2% | +15.6% | +14.0% |
| 6M | +6.3% | +2.7% | +3.6% | +0.9% |
| YTD | -12.4% | +3.2% | -15.6% | -17.7% |
| 1Y | -21.6% | +4.8% | -26.4% | -28.4% |
| 3Y | +54.8% | +19.0% | +35.8% | +18.8% |
| 5Y | +56.2% | +26.8% | +29.4% | +6.7% |
| All | +51.6% | +29.3% | +22.3% | -10.6% |
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