+45.8%
NFLX vs JAAA
+29.4%
+16.5%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.1% | +1.7% | +1.6% |
| 7D | -1.1% | +0.1% | -1.2% | -1.3% |
| 30D | +4.3% | +0.5% | +3.8% | +3.0% |
| 3M | -4.8% | +1.3% | -6.0% | -7.6% |
| 6M | -18.4% | +2.8% | -21.2% | -23.5% |
| YTD | -17.4% | +3.3% | -20.7% | -23.6% |
| 1Y | -35.7% | +4.9% | -40.6% | -42.9% |
| 3Y | +73.8% | +19.0% | +54.8% | +19.2% |
| 5Y | +29.3% | +26.9% | +2.4% | -23.0% |
| All | +45.8% | +29.4% | +16.5% | -22.7% |
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 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