+7.2%
SYK vs JAAA
+26.5%
-19.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.1% | +2.0% | +1.9% |
| 7D | -9.1% | +0.1% | -9.2% | -9.2% |
| 30D | -20.6% | +0.5% | -21.2% | -21.3% |
| 3M | -9.6% | +1.3% | -10.9% | -11.2% |
| 6M | -19.9% | +2.8% | -22.7% | -23.0% |
| YTD | -21.2% | +3.3% | -24.4% | -24.7% |
| 1Y | -28.4% | +4.9% | -33.3% | -33.0% |
| 3Y | -5.3% | +19.0% | -24.3% | -17.7% |
| All | +7.2% | +26.5% | -19.3% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling