+195.6%
AAPL vs JAAA
+29.4%
+166.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.7% | +1.6% |
| 7D | +3.8% | +0.1% | +3.8% | +3.7% |
| 30D | +9.9% | +0.5% | +9.4% | +8.8% |
| 3M | +12.5% | +1.3% | +11.2% | +9.8% |
| 6M | +27.6% | +2.8% | +24.8% | +21.1% |
| YTD | +22.6% | +3.3% | +19.3% | +15.3% |
| 1Y | +45.0% | +4.9% | +40.1% | +32.6% |
| 3Y | +87.8% | +19.0% | +68.8% | +55.0% |
| 5Y | +128.7% | +26.9% | +101.8% | +79.6% |
| All | +195.6% | +29.4% | +166.2% | +118.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling