+22.9%
SBUX vs JAAA
+4.9%
+18.0%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -1.0% |
| 7D | -5.5% | +0.1% | -5.6% | -6.0% |
| 30D | -8.5% | +0.5% | -9.0% | -11.7% |
| 3M | -2.9% | +1.3% | -4.2% | -11.0% |
| 6M | -1.5% | +2.8% | -4.3% | -17.4% |
| YTD | +19.4% | +3.3% | +16.1% | -2.4% |
| 1Y | +22.9% | +4.9% | +18.0% | -10.0% |
| All | +22.9% | +4.9% | +18.0% | -10.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling