+272.0%
ASML vs JAAA
+30.1%
+241.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | 0.0% | -9.3% | -9.3% |
| 7D | -19.0% | +0.2% | -19.2% | -19.3% |
| 30D | -25.9% | +0.4% | -26.3% | -26.6% |
| 3M | -19.1% | +1.2% | -20.2% | -21.2% |
| 6M | -5.7% | +2.3% | -8.0% | -10.6% |
| YTD | +27.6% | +3.9% | +23.7% | +17.1% |
| 1Y | +30.8% | +4.8% | +26.0% | +17.9% |
| 3Y | +116.2% | +18.7% | +97.6% | +67.0% |
| 5Y | +67.7% | +27.4% | +40.3% | +16.3% |
| All | +272.0% | +30.1% | +241.9% | +139.6% |
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