+320.8%
ASML vs JAAA
+30.2%
+290.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.7% | +1.7% |
| 7D | +2.5% | +0.1% | +2.4% | +2.3% |
| 30D | -12.2% | +0.4% | -12.6% | -13.0% |
| 3M | -14.6% | +1.2% | -15.8% | -16.9% |
| 6M | -1.7% | +2.3% | -4.1% | -6.9% |
| YTD | +44.3% | +4.0% | +40.3% | +32.2% |
| 1Y | +51.0% | +4.8% | +46.2% | +36.1% |
| 3Y | +137.6% | +18.5% | +119.1% | +83.5% |
| 5Y | +92.7% | +27.5% | +65.2% | +33.4% |
| All | +320.8% | +30.2% | +290.5% | +170.3% |
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