-30.4%
Z vs JAAA
+2.3%
-32.7%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | 0.0% | -10.6% | -10.6% |
| 7D | -2.3% | +0.2% | -2.4% | -4.1% |
| 30D | +9.4% | +0.4% | +8.9% | +4.8% |
| 3M | -16.1% | +1.2% | -17.3% | -22.5% |
| 6M | -30.4% | +2.3% | -32.7% | -29.1% |
| All | -30.4% | +2.3% | -32.7% | -29.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling