+756.6%
LLY vs JAAA
+29.3%
+727.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -1.0% |
| 7D | -2.1% | +0.2% | -2.3% | -2.3% |
| 30D | -1.6% | +0.5% | -2.1% | -2.2% |
| 3M | +2.3% | +1.3% | +1.0% | +1.0% |
| 6M | +14.9% | +2.7% | +12.2% | +11.8% |
| YTD | +7.5% | +3.2% | +4.3% | +4.1% |
| 1Y | +55.7% | +4.9% | +50.8% | +48.4% |
| 3Y | +110.6% | +19.0% | +91.6% | +102.6% |
| 5Y | +363.4% | +26.8% | +336.6% | +361.7% |
| All | +756.6% | +29.3% | +727.4% | +757.7% |
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