+83.3%
NXPI vs JAAA
+29.3%
+54.0%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.4% | +1.5% |
| 7D | +0.7% | +0.1% | +0.6% | +0.5% |
| 30D | -4.2% | +0.4% | -4.6% | -5.2% |
| 3M | -20.4% | +1.2% | -21.6% | -22.8% |
| 6M | +12.5% | +2.7% | +9.8% | +5.6% |
| YTD | +5.2% | +3.2% | +2.1% | -2.3% |
| 1Y | +5.1% | +4.8% | +0.3% | -5.7% |
| 3Y | +17.7% | +19.0% | -1.3% | -4.9% |
| 5Y | +16.8% | +26.8% | -10.0% | -12.0% |
| All | +83.3% | +29.3% | +54.0% | +31.7% |
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