+148.3%
IBM vs JAAA
+29.3%
+119.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | 0.0% | -2.4% | -2.4% |
| 7D | -0.3% | +0.1% | -0.4% | -0.4% |
| 30D | -1.8% | +0.4% | -2.3% | -2.5% |
| 3M | -13.5% | +1.2% | -14.7% | -14.9% |
| 6M | -5.1% | +2.7% | -7.8% | -8.5% |
| YTD | -19.4% | +3.2% | -22.6% | -22.7% |
| 1Y | -6.5% | +4.8% | -11.4% | -12.1% |
| 3Y | +73.8% | +19.0% | +54.8% | +48.6% |
| 5Y | +116.3% | +26.8% | +89.5% | +75.0% |
| All | +148.3% | +29.3% | +119.0% | +85.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling