+16.1%
NXPI vs JAAA
+26.7%
-10.6%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.3% | -0.3% |
| 7D | -2.3% | +0.1% | -2.4% | -2.5% |
| 30D | -4.3% | +0.5% | -4.8% | -5.5% |
| 3M | -24.7% | +1.2% | -25.9% | -27.2% |
| 6M | +9.7% | +2.7% | +7.0% | +2.0% |
| YTD | +3.8% | +3.2% | +0.6% | -4.6% |
| 1Y | +1.6% | +4.8% | -3.2% | -10.0% |
| 3Y | +16.0% | +19.0% | -3.0% | -9.3% |
| 5Y | +16.1% | +26.8% | -10.7% | -15.9% |
| All | +16.1% | +26.7% | -10.6% | -15.9% |
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