-68.8%
Z vs JAAA
+30.2%
-99.0%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | 0.0% | +3.8% | +3.8% |
| 7D | -5.2% | +0.1% | -5.2% | -5.3% |
| 30D | +5.7% | +0.4% | +5.3% | +4.8% |
| 3M | -8.7% | +1.1% | -9.9% | -11.0% |
| 6M | -26.0% | +2.3% | -28.2% | -29.5% |
| YTD | -55.0% | +3.9% | -58.9% | -58.6% |
| 1Y | -58.0% | +4.8% | -62.8% | -62.0% |
| 3Y | -15.2% | +18.4% | -33.6% | -32.1% |
| 5Y | -53.8% | +27.4% | -81.2% | -64.5% |
| All | -68.8% | +30.2% | -99.0% | -78.6% |
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