-62.2%
ADBE vs JAAA
+26.8%
-89.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | 0.0% | -2.3% | -2.3% |
| 7D | -12.9% | +0.1% | -13.0% | -13.1% |
| 30D | -5.6% | +0.4% | -6.1% | -6.4% |
| 3M | +6.6% | +1.2% | +5.4% | +4.4% |
| 6M | -9.6% | +2.7% | -12.2% | -13.6% |
| YTD | -28.9% | +3.2% | -32.1% | -32.6% |
| 1Y | -28.9% | +4.8% | -33.8% | -34.3% |
| 3Y | -55.6% | +19.0% | -74.6% | -61.6% |
| 5Y | -62.2% | +26.8% | -89.0% | -68.2% |
| All | -62.2% | +26.8% | -89.0% | -68.2% |
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 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