-29.4%
STZ vs JAAA
+27.4%
-56.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.8% |
| 7D | +4.9% | +0.2% | +4.7% | +4.8% |
| 30D | +20.9% | +0.4% | +20.4% | +20.7% |
| 3M | +8.0% | +1.2% | +6.8% | +7.5% |
| 6M | -5.3% | +2.3% | -7.6% | -6.1% |
| YTD | +5.9% | +3.9% | +2.0% | +4.4% |
| 1Y | +14.2% | +4.8% | +9.4% | +12.2% |
| 3Y | -37.0% | +18.5% | -55.5% | -40.1% |
| All | -29.4% | +27.4% | -56.9% | -34.0% |
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 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