+181.3%
AAPL vs JAAA
+29.3%
+152.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | -2.7% | +0.1% | -2.8% | -2.9% |
| 30D | +1.0% | +0.5% | +0.6% | +0.1% |
| 3M | +5.0% | +1.2% | +3.8% | +2.5% |
| 6M | +23.0% | +2.8% | +20.2% | +16.6% |
| YTD | +16.6% | +3.2% | +13.5% | +9.9% |
| 1Y | +33.4% | +4.8% | +28.6% | +22.2% |
| 3Y | +79.9% | +19.0% | +60.9% | +48.7% |
| 5Y | +109.0% | +26.8% | +82.2% | +64.4% |
| All | +181.3% | +29.3% | +152.1% | +108.0% |
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