-64.9%
Z vs JAAA
+29.3%
-94.1%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.1% | -2.2% | -2.3% |
| 7D | -3.0% | +0.2% | -3.2% | -3.4% |
| 30D | -4.2% | +0.5% | -4.7% | -5.3% |
| 3M | -3.7% | +1.3% | -5.0% | -6.3% |
| 6M | -24.5% | +2.7% | -27.2% | -28.7% |
| YTD | -49.3% | +3.2% | -52.5% | -52.6% |
| 1Y | -58.7% | +4.9% | -63.6% | -62.7% |
| 3Y | -34.1% | +19.0% | -53.1% | -46.8% |
| 5Y | -64.5% | +26.8% | -91.3% | -72.5% |
| All | -64.9% | +29.3% | -94.1% | -75.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling