+290.7%
ASML vs JAAA
+30.2%
+260.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | 0.0% | +5.0% | +4.9% |
| 7D | -9.0% | +0.2% | -9.2% | -9.3% |
| 30D | -21.0% | +0.4% | -21.4% | -21.7% |
| 3M | -16.3% | +1.2% | -17.5% | -18.6% |
| 6M | -7.5% | +2.3% | -9.9% | -12.4% |
| YTD | +34.0% | +3.9% | +30.1% | +22.9% |
| 1Y | +39.3% | +4.8% | +34.5% | +25.4% |
| 3Y | +128.9% | +18.5% | +110.3% | +76.8% |
| 5Y | +76.1% | +27.5% | +48.6% | +22.1% |
| All | +290.7% | +30.2% | +260.5% | +151.3% |
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