-28.0%
ZBH vs JAAA
+29.3%
-57.3%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | -4.9% | +0.1% | -5.0% | -4.9% |
| 30D | -3.2% | +0.5% | -3.7% | -3.3% |
| 3M | +5.8% | +1.2% | +4.6% | +5.6% |
| 6M | +2.0% | +2.7% | -0.8% | +1.5% |
| YTD | +5.8% | +3.2% | +2.6% | +5.3% |
| 1Y | -7.9% | +4.8% | -12.7% | -8.6% |
| 3Y | -19.4% | +19.0% | -38.4% | -20.1% |
| 5Y | -29.5% | +26.8% | -56.3% | -32.0% |
| All | -28.0% | +29.3% | -57.3% | -32.3% |
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