+42.3%
STM vs JAAA
+30.2%
+12.1%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | +16.3% | +0.1% | +16.2% | +16.0% |
| 30D | -6.3% | +0.4% | -6.7% | -7.3% |
| 3M | -14.1% | +1.2% | -15.3% | -16.9% |
| 6M | -19.6% | +2.3% | -21.9% | -24.5% |
| YTD | +80.1% | +4.0% | +76.2% | +62.3% |
| 1Y | +95.4% | +4.8% | +90.6% | +72.6% |
| 3Y | +14.7% | +18.5% | -3.8% | -11.7% |
| 5Y | -5.4% | +27.5% | -32.9% | -32.5% |
| All | +42.3% | +30.2% | +12.1% | -7.4% |
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