-65.6%
STLA vs JAAA
+18.9%
-84.5%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | 0.0% | -3.1% | -3.1% |
| 7D | +0.7% | +0.1% | +0.6% | +0.1% |
| 30D | -2.4% | +0.5% | -2.8% | -5.4% |
| 3M | -23.9% | +1.2% | -25.1% | -30.0% |
| 6M | -24.6% | +2.8% | -27.5% | -37.8% |
| YTD | -50.5% | +3.2% | -53.7% | -60.1% |
| 1Y | -39.8% | +4.8% | -44.7% | -56.5% |
| 3Y | -65.6% | +19.0% | -84.6% | -76.1% |
| All | -65.6% | +18.9% | -84.5% | -76.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling