+66.3%
AMZN vs JAAA
+30.3%
+36.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.4% |
| 7D | +2.8% | +0.1% | +2.7% | +2.6% |
| 30D | +5.0% | +0.4% | +4.5% | +4.0% |
| 3M | +0.6% | +1.2% | -0.6% | -2.0% |
| 6M | -1.3% | +2.3% | -3.6% | -6.0% |
| YTD | +15.5% | +4.0% | +11.5% | +6.4% |
| 1Y | +12.2% | +4.8% | +7.4% | +1.8% |
| 3Y | +87.0% | +18.4% | +68.6% | +52.1% |
| 5Y | +51.3% | +27.5% | +23.8% | +13.7% |
| All | +66.3% | +30.3% | +36.0% | +23.8% |
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