-53.1%
Z vs JAAA
+27.5%
-80.6%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | 0.0% | +3.4% | +3.4% |
| 7D | +0.8% | +0.1% | +0.7% | +0.6% |
| 30D | +5.2% | +0.4% | +4.8% | +4.2% |
| 3M | -17.0% | +1.2% | -18.2% | -19.2% |
| 6M | -22.7% | +2.3% | -25.0% | -26.5% |
| YTD | -56.3% | +4.0% | -60.3% | -59.9% |
| 1Y | -57.7% | +4.8% | -62.5% | -61.8% |
| 3Y | -16.5% | +18.4% | -35.0% | -32.5% |
| All | -53.1% | +27.5% | -80.6% | -63.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling