+187.2%
ABBV vs JAAA
+26.8%
+160.4%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.6% |
| 7D | -2.0% | +0.1% | -2.1% | -2.1% |
| 30D | +2.0% | +0.4% | +1.5% | +1.7% |
| 3M | +14.2% | +1.2% | +13.0% | +13.3% |
| 6M | +14.1% | +2.7% | +11.4% | +12.2% |
| YTD | +14.2% | +3.2% | +11.1% | +12.0% |
| 1Y | +24.2% | +4.8% | +19.4% | +20.7% |
| 3Y | +89.8% | +19.0% | +70.8% | +84.6% |
| 5Y | +187.2% | +26.8% | +160.4% | +184.5% |
| All | +187.2% | +26.8% | +160.4% | +184.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling