+72.4%
IBM vs JAAA
+18.9%
+53.5%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | +0.3% | +0.1% | +0.2% | 0.0% |
| 30D | -1.5% | +0.5% | -1.9% | -2.9% |
| 3M | -16.8% | +1.2% | -18.0% | -19.8% |
| 6M | -9.0% | +2.8% | -11.9% | -16.2% |
| YTD | -20.1% | +3.2% | -23.2% | -26.9% |
| 1Y | -7.0% | +4.8% | -11.9% | -18.2% |
| 3Y | +72.4% | +19.0% | +53.4% | +70.9% |
| All | +72.4% | +18.9% | +53.5% | +70.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling