-50.8%
STLA vs JAAA
+30.3%
-81.1%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.1% | -1.1% |
| 7D | -13.8% | +0.1% | -13.9% | -14.0% |
| 30D | -10.5% | +0.4% | -11.0% | -11.6% |
| 3M | -28.9% | +1.2% | -30.1% | -31.3% |
| 6M | -49.7% | +2.3% | -52.0% | -52.9% |
| YTD | -64.9% | +4.0% | -68.9% | -68.6% |
| 1Y | -64.0% | +4.8% | -68.9% | -68.5% |
| 3Y | -77.4% | +18.4% | -95.9% | -83.5% |
| 5Y | -74.4% | +27.5% | -102.0% | -83.3% |
| All | -50.8% | +30.3% | -81.1% | -71.8% |
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