+68.4%
SONY vs JAAA
+29.4%
+39.0%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.1% | +1.5% | +1.5% |
| 7D | -2.7% | +0.1% | -2.8% | -2.8% |
| 30D | +1.5% | +0.5% | +1.0% | +0.8% |
| 3M | +13.0% | +1.3% | +11.7% | +11.0% |
| 6M | +11.2% | +2.8% | +8.4% | +7.0% |
| YTD | -6.6% | +3.3% | -9.9% | -10.8% |
| 1Y | -18.1% | +4.9% | -23.0% | -23.4% |
| 3Y | +42.1% | +19.0% | +23.1% | +22.4% |
| 5Y | +11.0% | +26.9% | -15.8% | -9.8% |
| All | +68.4% | +29.4% | +39.0% | +45.0% |
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