-58.0%
Z vs JAAA
+4.8%
-62.8%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | 0.0% | +3.8% | +3.8% |
| 7D | -5.2% | +0.1% | -5.2% | -5.6% |
| 30D | +5.7% | +0.4% | +5.3% | +3.2% |
| 3M | -8.7% | +1.1% | -9.9% | -14.4% |
| 6M | -26.0% | +2.3% | -28.2% | -34.0% |
| YTD | -55.0% | +3.9% | -58.9% | -62.2% |
| All | -58.0% | +4.8% | -62.8% | -69.0% |
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