-44.8%
JAKK vs SPY
+1,880.6%
-1,925.4%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.9% | +0.7% | +0.8% |
| 7D | -1.7% | -0.8% | -0.9% | -0.9% |
| 30D | -3.0% | -1.1% | -1.9% | -2.0% |
| 3M | +9.2% | +3.9% | +5.3% | +5.1% |
| 6M | +20.9% | +13.6% | +7.2% | +6.9% |
| YTD | +47.9% | +12.7% | +35.2% | +32.0% |
| 1Y | +43.1% | +17.5% | +25.5% | +23.0% |
| 3Y | +41.1% | +76.9% | -35.8% | -14.9% |
| 5Y | +103.8% | +83.6% | +20.2% | +23.0% |
| 10Y | -70.7% | +320.7% | -391.4% | -91.7% |
| All | -44.8% | +1,880.6% | -1,925.4% | -93.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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