+315.0%
ASML vs JAAA
+30.2%
+284.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | 0.0% | +6.2% | +6.2% |
| 7D | -0.8% | +0.1% | -0.9% | -1.0% |
| 30D | -14.9% | +0.4% | -15.3% | -15.7% |
| 3M | -13.0% | +1.1% | -14.1% | -15.2% |
| 6M | -4.7% | +2.3% | -7.0% | -9.6% |
| YTD | +42.3% | +3.9% | +38.4% | +30.5% |
| 1Y | +49.7% | +4.8% | +44.9% | +34.9% |
| 3Y | +144.3% | +18.4% | +125.8% | +88.9% |
| 5Y | +86.4% | +27.4% | +58.9% | +29.2% |
| All | +315.0% | +30.2% | +284.8% | +167.0% |
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