+56.7%
QCOM vs JAAA
+30.2%
+26.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +13.0% | +0.1% | +12.9% | +12.8% |
| 30D | +0.2% | +0.4% | -0.3% | -0.8% |
| 3M | +9.2% | +1.2% | +8.0% | +6.3% |
| 6M | -15.0% | +2.3% | -17.3% | -19.2% |
| YTD | +5.2% | +4.0% | +1.2% | -3.2% |
| 1Y | +2.4% | +4.8% | -2.4% | -7.3% |
| 3Y | +52.0% | +18.5% | +33.5% | +22.4% |
| 5Y | +19.7% | +27.5% | -7.7% | -9.8% |
| All | +56.7% | +30.2% | +26.5% | +1.6% |
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 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