-30.2%
ILMN vs JAAA
+29.3%
-59.4%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.1% | -1.6% | -1.6% |
| 7D | +1.2% | +0.2% | +1.0% | +1.0% |
| 30D | +9.2% | +0.5% | +8.6% | +8.6% |
| 3M | +29.8% | +1.3% | +28.6% | +28.1% |
| 6M | +69.2% | +2.7% | +66.5% | +64.6% |
| YTD | +66.4% | +3.2% | +63.2% | +60.9% |
| 1Y | +123.4% | +4.9% | +118.5% | +112.0% |
| 3Y | +33.2% | +19.0% | +14.2% | +25.6% |
| 5Y | -52.0% | +26.8% | -78.8% | -56.3% |
| All | -30.2% | +29.3% | -59.4% | -36.7% |
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