-11.8%
STZ vs JAAA
+30.2%
-42.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +20.6% |
| 3M | +8.0% | +1.2% | +6.8% | +7.3% |
| 6M | -5.3% | +2.3% | -7.6% | -6.4% |
| YTD | +5.9% | +3.9% | +2.0% | +3.9% |
| 1Y | +14.2% | +4.8% | +9.4% | +11.5% |
| 3Y | -37.0% | +18.5% | -55.5% | -41.9% |
| 5Y | -29.7% | +27.5% | -57.2% | -37.2% |
| All | -11.8% | +30.2% | -42.0% | -28.2% |
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