+60.1%
AMZN vs JAAA
+29.4%
+30.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.1% | +1.9% | +1.8% |
| 7D | -0.7% | +0.1% | -0.7% | -0.8% |
| 30D | -3.9% | +0.5% | -4.5% | -5.0% |
| 3M | +6.3% | +1.3% | +5.1% | +3.5% |
| 6M | +20.8% | +2.8% | +18.0% | +14.0% |
| YTD | +11.2% | +3.3% | +8.0% | +4.1% |
| 1Y | +11.7% | +4.9% | +6.7% | +1.4% |
| 3Y | +79.4% | +19.0% | +60.5% | +47.4% |
| 5Y | +48.0% | +26.9% | +21.1% | +13.0% |
| All | +60.1% | +29.4% | +30.8% | +21.0% |
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