-5.7%
STM vs JAAA
+27.1%
-32.9%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.3% | +0.2% |
| 7D | -7.9% | +0.1% | -8.0% | -8.1% |
| 30D | -14.1% | +0.4% | -14.6% | -15.2% |
| 3M | -17.6% | +1.2% | -18.8% | -20.4% |
| 6M | -24.2% | +2.3% | -26.5% | -29.2% |
| YTD | +73.3% | +3.9% | +69.4% | +55.3% |
| 1Y | +90.1% | +4.8% | +85.3% | +66.9% |
| 3Y | +10.3% | +18.5% | -8.1% | -15.2% |
| 5Y | -5.7% | +27.5% | -33.2% | -33.7% |
| All | -5.7% | +27.1% | -32.9% | -33.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling