+54.0%
QCOM vs JAAA
+29.3%
+24.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | 0.0% | +3.2% | +3.2% |
| 7D | +5.1% | +0.1% | +5.0% | +4.8% |
| 30D | +4.3% | +0.5% | +3.8% | +3.2% |
| 3M | -19.6% | +1.2% | -20.8% | -21.7% |
| 6M | +29.5% | +2.8% | +26.6% | +21.8% |
| YTD | +3.4% | +3.2% | +0.2% | -3.3% |
| 1Y | +10.9% | +4.8% | +6.1% | +0.6% |
| 3Y | +74.8% | +19.0% | +55.8% | +42.1% |
| 5Y | +36.2% | +26.8% | +9.4% | +3.9% |
| All | +54.0% | +29.3% | +24.7% | +1.5% |
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