-31.2%
ILMN vs JAAA
+30.2%
-61.4%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | 0.0% | -2.7% | -2.7% |
| 7D | -9.8% | +0.1% | -9.9% | -9.9% |
| 30D | -22.7% | +0.4% | -23.2% | -23.1% |
| 3M | +12.1% | +1.2% | +10.9% | +10.7% |
| 6M | +51.5% | +2.3% | +49.2% | +47.9% |
| YTD | +63.9% | +3.9% | +59.9% | +57.2% |
| 1Y | +76.6% | +4.8% | +71.8% | +67.8% |
| 3Y | +124.6% | +18.5% | +106.1% | +109.9% |
| 5Y | -42.7% | +27.5% | -70.2% | -48.2% |
| All | -31.2% | +30.2% | -61.4% | -38.2% |
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