+34.5%
NXPI vs JAAA
+27.5%
+7.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | +9.4% | +0.1% | +9.3% | +9.1% |
| 30D | +18.1% | +0.4% | +17.7% | +16.8% |
| 3M | +15.0% | +1.2% | +13.8% | +11.3% |
| 6M | -8.4% | +2.3% | -10.7% | -14.0% |
| YTD | +24.8% | +4.0% | +20.8% | +12.4% |
| 1Y | +33.3% | +4.8% | +28.5% | +17.6% |
| 3Y | +51.0% | +18.5% | +32.5% | +16.3% |
| 5Y | +34.5% | +27.5% | +7.1% | -7.6% |
| All | +34.5% | +27.5% | +7.1% | -7.6% |
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