+369.7%
ASML vs JAAA
+29.3%
+340.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.1% | +4.1% | +4.0% |
| 7D | +1.1% | +0.2% | +0.9% | +0.7% |
| 30D | +2.2% | +0.5% | +1.7% | +0.9% |
| 3M | -2.3% | +1.3% | -3.6% | -5.1% |
| 6M | +23.0% | +2.7% | +20.3% | +15.8% |
| YTD | +61.1% | +3.2% | +57.9% | +50.1% |
| 1Y | +129.1% | +4.9% | +124.2% | +106.5% |
| 3Y | +165.4% | +19.0% | +146.4% | +106.0% |
| 5Y | +109.5% | +26.8% | +82.7% | +47.5% |
| All | +369.7% | +29.3% | +340.4% | +207.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling