-21.0%
STZ vs JAAA
+29.3%
-50.3%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.7% |
| 7D | -1.9% | +0.2% | -2.1% | -2.0% |
| 30D | -1.9% | +0.5% | -2.4% | -2.2% |
| 3M | -6.2% | +1.3% | -7.5% | -6.8% |
| 6M | -14.0% | +2.7% | -16.7% | -15.1% |
| YTD | -5.1% | +3.2% | -8.3% | -6.6% |
| 1Y | -9.6% | +4.9% | -14.5% | -11.8% |
| 3Y | -47.2% | +19.0% | -66.2% | -51.4% |
| 5Y | -33.6% | +26.8% | -60.4% | -40.6% |
| All | -21.0% | +29.3% | -50.3% | -35.4% |
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