-28.4%
STLA vs JAAA
+29.3%
-57.7%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.2% | +1.0% |
| 7D | +2.6% | +0.2% | +2.4% | +2.1% |
| 30D | -1.2% | +0.5% | -1.8% | -2.7% |
| 3M | -24.8% | +1.3% | -26.0% | -27.4% |
| 6M | -25.6% | +2.7% | -28.2% | -30.8% |
| YTD | -48.9% | +3.2% | -52.1% | -53.2% |
| 1Y | -38.8% | +4.9% | -43.7% | -46.4% |
| 3Y | -64.5% | +19.0% | -83.5% | -73.9% |
| 5Y | -62.4% | +26.8% | -89.2% | -75.0% |
| All | -28.4% | +29.3% | -57.7% | -58.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling