+695.6%
AVGO vs JAAA
+26.8%
+668.8%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -0.9% |
| 7D | +1.0% | +0.1% | +0.9% | +0.8% |
| 30D | -13.3% | +0.4% | -13.7% | -14.4% |
| 3M | -2.9% | +1.2% | -4.1% | -6.4% |
| 6M | +5.7% | +2.7% | +3.1% | -2.3% |
| YTD | +4.6% | +3.2% | +1.5% | -4.6% |
| 1Y | -1.6% | +4.8% | -6.5% | -14.1% |
| 3Y | +336.2% | +19.0% | +317.3% | +219.3% |
| 5Y | +695.6% | +26.8% | +668.9% | +432.7% |
| All | +695.6% | +26.8% | +668.8% | +432.7% |
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