+346.7%
GOOGL vs JAAA
+29.3%
+317.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.2% | -1.2% |
| 7D | -2.3% | +0.2% | -2.5% | -2.5% |
| 30D | -6.6% | +0.5% | -7.1% | -7.2% |
| 3M | -8.9% | +1.3% | -10.2% | -10.3% |
| 6M | +11.9% | +2.7% | +9.2% | +8.4% |
| YTD | +8.3% | +3.2% | +5.2% | +4.4% |
| 1Y | +46.2% | +4.9% | +41.3% | +38.4% |
| 3Y | +151.9% | +19.0% | +132.9% | +130.0% |
| 5Y | +137.7% | +26.8% | +110.9% | +111.1% |
| All | +346.7% | +29.3% | +317.4% | +293.4% |
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