-9.6%
STZ vs JAAA
+4.9%
-14.5%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.8% |
| 7D | -1.9% | +0.2% | -2.1% | -2.2% |
| 30D | -1.9% | +0.5% | -2.4% | -2.7% |
| 3M | -6.2% | +1.3% | -7.5% | -7.5% |
| 6M | -14.0% | +2.7% | -16.7% | -15.0% |
| YTD | -5.1% | +3.2% | -8.3% | -7.4% |
| 1Y | -9.6% | +4.9% | -14.5% | -18.1% |
| All | -9.6% | +4.9% | -14.5% | -18.1% |
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