+128.9%
ASML vs JAAA
+18.6%
+110.2%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | 0.0% | +5.0% | +4.8% |
| 7D | -9.0% | +0.2% | -9.2% | -9.8% |
| 30D | -21.0% | +0.4% | -21.4% | -22.8% |
| 3M | -16.3% | +1.2% | -17.5% | -21.5% |
| 6M | -7.5% | +2.3% | -9.9% | -18.5% |
| YTD | +34.0% | +3.9% | +30.1% | +9.5% |
| 1Y | +39.3% | +4.8% | +34.5% | +9.1% |
| 3Y | +128.9% | +18.5% | +110.3% | +48.4% |
| All | +128.9% | +18.6% | +110.2% | +48.4% |
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