+100.8%
STM vs JAAA
+4.9%
+95.9%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -1.1% |
| 7D | +1.7% | +0.1% | +1.6% | +0.1% |
| 30D | -5.2% | +0.5% | -5.6% | -11.6% |
| 3M | -29.6% | +1.2% | -30.9% | -42.5% |
| 6M | +54.4% | +2.7% | +51.6% | -0.3% |
| YTD | +99.5% | +3.2% | +96.3% | +20.2% |
| 1Y | +100.8% | +4.8% | +96.0% | -5.3% |
| All | +100.8% | +4.9% | +95.9% | -5.3% |
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