+75.5%
ASML vs JAAA
+27.4%
+48.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | 0.0% | +5.0% | +4.9% |
| 7D | -9.0% | +0.2% | -9.2% | -9.4% |
| 30D | -21.0% | +0.4% | -21.4% | -21.8% |
| 3M | -16.3% | +1.2% | -17.5% | -18.9% |
| 6M | -7.5% | +2.3% | -9.9% | -13.0% |
| YTD | +34.0% | +3.9% | +30.1% | +21.6% |
| 1Y | +39.3% | +4.8% | +34.5% | +23.8% |
| 3Y | +128.9% | +18.5% | +110.3% | +70.1% |
| All | +75.5% | +27.4% | +48.0% | +15.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling