+332.0%
GOOG vs JAAA
+29.3%
+302.7%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.1% | -2.1% |
| 7D | -1.6% | +0.1% | -1.7% | -1.7% |
| 30D | -7.7% | +0.5% | -8.1% | -8.2% |
| 3M | -9.3% | +1.2% | -10.5% | -10.6% |
| 6M | +7.4% | +2.7% | +4.7% | +4.1% |
| YTD | +4.9% | +3.2% | +1.7% | +1.1% |
| 1Y | +37.2% | +4.8% | +32.4% | +30.1% |
| 3Y | +141.6% | +19.0% | +122.6% | +119.6% |
| 5Y | +128.8% | +26.8% | +102.0% | +102.0% |
| All | +332.0% | +29.3% | +302.7% | +277.7% |
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 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