+310.0%
ASML vs JAAA
+30.3%
+279.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.2% | -0.2% |
| 7D | +4.9% | +0.1% | +4.8% | +4.7% |
| 30D | -9.3% | +0.4% | -9.7% | -10.2% |
| 3M | -19.0% | +1.2% | -20.2% | -21.2% |
| 6M | -5.2% | +2.3% | -7.5% | -10.1% |
| YTD | +40.6% | +4.0% | +36.6% | +28.7% |
| 1Y | +47.5% | +4.8% | +42.7% | +32.8% |
| 3Y | +133.9% | +18.4% | +115.4% | +80.6% |
| 5Y | +83.8% | +27.5% | +56.3% | +27.1% |
| All | +310.0% | +30.3% | +279.7% | +163.2% |
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 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