-48.0%
ADBE vs JAAA
+29.3%
-77.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | 0.0% | -3.5% | -3.5% |
| 7D | -10.1% | +0.1% | -10.2% | -10.2% |
| 30D | -3.0% | +0.5% | -3.4% | -3.7% |
| 3M | +5.0% | +1.2% | +3.8% | +3.0% |
| 6M | -9.3% | +2.8% | -12.1% | -13.3% |
| YTD | -26.5% | +3.2% | -29.7% | -30.0% |
| 1Y | -28.3% | +4.8% | -33.1% | -33.3% |
| 3Y | -54.1% | +19.0% | -73.1% | -60.1% |
| 5Y | -61.2% | +26.8% | -88.0% | -67.8% |
| All | -48.0% | +29.3% | -77.3% | -57.6% |
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