+10.3%
STM vs JAAA
+18.5%
-8.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.3% | 0.0% |
| 7D | -7.9% | +0.1% | -8.0% | -8.5% |
| 30D | -14.1% | +0.4% | -14.6% | -17.0% |
| 3M | -17.6% | +1.2% | -18.8% | -24.9% |
| 6M | -24.2% | +2.3% | -26.5% | -36.9% |
| YTD | +73.3% | +3.9% | +69.4% | +28.5% |
| 1Y | +90.1% | +4.8% | +85.3% | +32.9% |
| 3Y | +10.3% | +18.5% | -8.1% | -46.0% |
| All | +10.3% | +18.5% | -8.1% | -46.0% |
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 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