-62.8%
W vs JAAA
+30.2%
-93.1%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | 0.0% | -2.6% | -2.6% |
| 7D | -1.7% | +0.1% | -1.8% | -2.1% |
| 30D | +3.2% | +0.4% | +2.8% | +1.2% |
| 3M | +8.3% | +1.2% | +7.1% | +2.3% |
| 6M | +84.3% | +2.3% | +82.0% | +65.5% |
| YTD | +11.0% | +4.0% | +7.1% | -7.4% |
| 1Y | -0.2% | +4.8% | -5.0% | -19.8% |
| 3Y | +157.9% | +18.5% | +139.4% | +39.8% |
| 5Y | -56.8% | +27.5% | -84.3% | -80.6% |
| All | -62.8% | +30.2% | -93.1% | -85.9% |
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