+161.2%
IBM vs JAAA
+30.2%
+131.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -1.5% | +0.1% | -1.6% | -1.6% |
| 30D | +8.4% | +0.4% | +8.0% | +7.7% |
| 3M | +4.2% | +1.2% | +3.0% | +2.4% |
| 6M | +7.9% | +2.3% | +5.6% | +4.5% |
| YTD | -15.2% | +3.9% | -19.1% | -19.6% |
| 1Y | -18.7% | +4.8% | -23.5% | -23.7% |
| 3Y | +79.2% | +18.5% | +60.7% | +52.7% |
| 5Y | +144.7% | +27.5% | +117.2% | +96.0% |
| All | +161.2% | +30.2% | +131.0% | +92.8% |
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