+175.6%
ASML vs JAAA
+18.9%
+156.7%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.1% | +4.1% | +3.8% |
| 7D | +1.1% | +0.2% | +0.9% | +0.2% |
| 30D | +2.2% | +0.5% | +1.7% | -0.6% |
| 3M | -2.3% | +1.3% | -3.6% | -8.6% |
| 6M | +23.0% | +2.7% | +20.3% | +7.3% |
| YTD | +61.1% | +3.2% | +57.9% | +37.3% |
| 1Y | +129.1% | +4.9% | +124.2% | +81.3% |
| All | +175.6% | +18.9% | +156.7% | +114.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling