+65.2%
SONY vs JAAA
+29.3%
+35.9%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -4.9% | +0.1% | -5.0% | -5.0% |
| 30D | -1.6% | +0.5% | -2.0% | -2.2% |
| 3M | +10.0% | +1.2% | +8.7% | +8.1% |
| 6M | +8.4% | +2.7% | +5.7% | +4.4% |
| YTD | -8.4% | +3.2% | -11.6% | -12.4% |
| 1Y | -18.4% | +4.8% | -23.2% | -23.5% |
| 3Y | +41.0% | +19.0% | +22.0% | +21.5% |
| 5Y | +9.3% | +26.8% | -17.5% | -11.2% |
| All | +65.2% | +29.3% | +35.9% | +42.3% |
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