+70.3%
SAP vs JAAA
+30.3%
+40.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.3% | +0.3% |
| 7D | +0.6% | +0.1% | +0.5% | +0.4% |
| 30D | +6.5% | +0.4% | +6.1% | +5.6% |
| 3M | +12.2% | +1.2% | +11.0% | +9.5% |
| 6M | +46.1% | +2.3% | +43.8% | +39.5% |
| YTD | -1.6% | +4.0% | -5.6% | -8.9% |
| 1Y | -5.1% | +4.8% | -9.9% | -13.5% |
| 3Y | +68.4% | +18.4% | +49.9% | +29.3% |
| 5Y | +79.4% | +27.5% | +51.9% | +21.1% |
| All | +70.3% | +30.3% | +40.0% | -1.1% |
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