+108.7%
ILMN vs JAAA
+4.9%
+103.9%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | 0.0% | -2.9% | -2.9% |
| 7D | -3.9% | +0.1% | -4.0% | -4.1% |
| 30D | +6.9% | +0.5% | +6.4% | +5.7% |
| 3M | +28.1% | +1.2% | +26.9% | +24.1% |
| 6M | +65.0% | +2.7% | +62.2% | +54.5% |
| YTD | +56.3% | +3.2% | +53.1% | +34.0% |
| 1Y | +108.7% | +4.8% | +103.9% | +17.6% |
| All | +108.7% | +4.9% | +103.9% | +17.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling