-67.1%
W vs JAAA
+29.4%
-96.5%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.1% | +0.8% |
| 7D | -0.9% | +0.1% | -0.9% | -1.2% |
| 30D | -4.2% | +0.5% | -4.8% | -6.6% |
| 3M | +26.9% | +1.3% | +25.6% | +19.5% |
| 6M | +31.2% | +2.8% | +28.5% | +15.3% |
| YTD | -1.8% | +3.3% | -5.1% | -15.5% |
| 1Y | +9.3% | +4.9% | +4.4% | -12.3% |
| 3Y | +33.2% | +19.0% | +14.2% | -27.8% |
| 5Y | -62.4% | +26.9% | -89.3% | -82.7% |
| All | -67.1% | +29.4% | -96.5% | -87.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling