-61.7%
STLA vs JAAA
+4.7%
-66.4%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | 0.0% | -3.5% | -3.6% |
| 7D | -11.6% | +0.1% | -11.7% | -12.1% |
| 30D | -6.2% | +0.4% | -6.6% | -8.3% |
| 3M | -24.6% | +1.2% | -25.8% | -29.5% |
| 6M | -44.9% | +2.3% | -47.3% | -51.5% |
| YTD | -62.3% | +4.0% | -66.2% | -66.7% |
| All | -61.7% | +4.7% | -66.4% | -65.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling