+72.9%
AZN vs JAAA
+29.4%
+43.6%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.3% | +0.3% |
| 7D | -1.6% | +0.1% | -1.6% | -1.6% |
| 30D | +1.1% | +0.5% | +0.5% | +0.7% |
| 3M | -12.1% | +1.3% | -13.4% | -12.9% |
| 6M | -17.1% | +2.8% | -19.9% | -18.7% |
| YTD | -12.0% | +3.3% | -15.2% | -13.9% |
| 1Y | -0.2% | +4.9% | -5.1% | -3.5% |
| 3Y | +26.8% | +19.0% | +7.8% | +21.4% |
| 5Y | +56.9% | +26.9% | +30.0% | +50.7% |
| All | +72.9% | +29.4% | +43.6% | +53.1% |
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