-53.6%
Z vs JAAA
+4.8%
-58.3%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | 0.0% | +9.4% | +9.4% |
| 7D | +10.2% | +0.2% | +10.0% | +9.1% |
| 30D | +23.7% | +0.4% | +23.2% | +20.5% |
| 3M | -6.6% | +1.2% | -7.8% | -12.6% |
| 6M | -23.0% | +2.3% | -25.4% | -31.6% |
| YTD | -50.3% | +3.9% | -54.2% | -58.2% |
| 1Y | -53.6% | +4.8% | -58.4% | -66.2% |
| All | -53.6% | +4.8% | -58.3% | -66.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling