-70.1%
Z vs JAAA
+30.2%
-100.3%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.6% |
| 7D | -13.1% | +0.1% | -13.2% | -13.3% |
| 30D | +5.9% | +0.4% | +5.4% | +4.9% |
| 3M | -13.7% | +1.2% | -14.9% | -15.9% |
| 6M | -27.1% | +2.3% | -29.5% | -30.7% |
| YTD | -56.8% | +4.0% | -60.8% | -60.3% |
| 1Y | -60.2% | +4.8% | -65.0% | -64.0% |
| 3Y | -19.7% | +18.5% | -38.2% | -35.8% |
| 5Y | -53.7% | +27.5% | -81.2% | -64.5% |
| All | -70.1% | +30.2% | -100.3% | -79.4% |
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