+1,264.4%
ANET vs JAAA
+29.3%
+1,235.1%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.0% | -2.0% |
| 7D | -1.3% | +0.1% | -1.4% | -1.5% |
| 30D | -4.5% | +0.4% | -4.9% | -5.5% |
| 3M | +24.5% | +1.2% | +23.3% | +20.8% |
| 6M | +35.4% | +2.7% | +32.7% | +26.9% |
| YTD | +44.2% | +3.2% | +41.1% | +33.6% |
| 1Y | +25.4% | +4.8% | +20.6% | +11.9% |
| 3Y | +284.8% | +19.0% | +265.8% | +198.7% |
| 5Y | +761.7% | +26.8% | +734.9% | +521.1% |
| All | +1,264.4% | +29.3% | +1,235.1% | +807.9% |
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