+69.0%
QCOM vs JAAA
+18.9%
+50.1%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | -0.4% |
| 7D | +3.3% | +0.2% | +3.2% | +2.3% |
| 30D | +7.7% | +0.5% | +7.2% | +4.4% |
| 3M | -30.1% | +1.3% | -31.3% | -35.1% |
| 6M | +22.8% | +2.7% | +20.2% | +5.4% |
| YTD | +0.2% | +3.2% | -3.0% | -16.3% |
| 1Y | +7.9% | +4.9% | +2.9% | -17.4% |
| All | +69.0% | +18.9% | +50.1% | -1.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling