-70.6%
Z vs JAAA
+30.2%
-100.8%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | 0.0% | -5.5% | -5.6% |
| 7D | -6.5% | +0.1% | -6.5% | -6.6% |
| 30D | -0.1% | +0.4% | -0.5% | -1.0% |
| 3M | -14.1% | +1.2% | -15.3% | -16.3% |
| 6M | -30.1% | +2.3% | -32.4% | -33.4% |
| YTD | -57.5% | +3.9% | -61.5% | -60.9% |
| 1Y | -60.3% | +4.8% | -65.1% | -64.1% |
| 3Y | -21.0% | +18.5% | -39.5% | -36.8% |
| 5Y | -54.9% | +27.5% | -82.4% | -65.4% |
| All | -70.6% | +30.2% | -100.8% | -79.8% |
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