+27.0%
NFLX vs JAAA
+26.8%
+0.2%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | -8.1% | +0.1% | -8.2% | -8.3% |
| 30D | -0.3% | +0.5% | -0.8% | -1.3% |
| 3M | -6.6% | +1.2% | -7.9% | -9.0% |
| 6M | -22.7% | +2.7% | -25.4% | -26.9% |
| YTD | -18.9% | +3.2% | -22.1% | -24.3% |
| 1Y | -39.8% | +4.8% | -44.6% | -45.8% |
| 3Y | +71.7% | +19.0% | +52.7% | +24.8% |
| All | +27.0% | +26.8% | +0.2% | -17.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling