+161.9%
QQQ vs JAAA
+29.3%
+132.7%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | +1.5% | +0.1% | +1.4% | +1.3% |
| 30D | -0.6% | +0.5% | -1.1% | -1.4% |
| 3M | +0.4% | +1.2% | -0.8% | -1.6% |
| 6M | +20.1% | +2.8% | +17.2% | +14.4% |
| YTD | +17.2% | +3.2% | +14.0% | +11.2% |
| 1Y | +24.7% | +4.8% | +19.9% | +15.3% |
| 3Y | +96.2% | +19.0% | +77.2% | +67.1% |
| 5Y | +94.4% | +26.8% | +67.6% | +58.2% |
| All | +161.9% | +29.3% | +132.7% | +103.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling