+279.4%
ABBV vs JAAA
+29.4%
+250.0%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.8% | +0.8% |
| 7D | +0.3% | +0.1% | +0.2% | +0.2% |
| 30D | +3.4% | +0.5% | +2.8% | +3.0% |
| 3M | +15.2% | +1.3% | +13.9% | +14.3% |
| 6M | +14.7% | +2.8% | +11.9% | +12.7% |
| YTD | +15.2% | +3.3% | +11.9% | +12.9% |
| 1Y | +20.4% | +4.9% | +15.5% | +16.8% |
| 3Y | +91.3% | +19.0% | +72.4% | +83.7% |
| 5Y | +189.6% | +26.9% | +162.7% | +178.3% |
| All | +279.4% | +29.4% | +250.0% | +257.9% |
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