+278.4%
ABBV vs JAAA
+29.3%
+249.1%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.5% | -1.5% |
| 7D | +0.4% | +0.2% | +0.2% | +0.3% |
| 30D | +4.2% | +0.5% | +3.6% | +3.8% |
| 3M | +14.8% | +1.3% | +13.6% | +13.9% |
| 6M | +10.3% | +2.7% | +7.6% | +8.4% |
| YTD | +14.9% | +3.2% | +11.7% | +12.6% |
| 1Y | +24.1% | +4.9% | +19.2% | +20.5% |
| 3Y | +91.9% | +19.0% | +72.9% | +84.4% |
| 5Y | +176.0% | +26.8% | +149.2% | +165.4% |
| All | +278.4% | +29.3% | +249.1% | +257.1% |
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