+12.4%
TECH vs JAAA
+29.3%
-16.9%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | -0.2% |
| 7D | +0.1% | +0.2% | -0.1% | -0.2% |
| 30D | +0.7% | +0.5% | +0.2% | -0.3% |
| 3M | +36.3% | +1.3% | +35.1% | +33.3% |
| 6M | +25.6% | +2.7% | +22.9% | +19.8% |
| YTD | +23.7% | +3.2% | +20.5% | +17.0% |
| 1Y | +37.6% | +4.9% | +32.7% | +26.5% |
| 3Y | -6.6% | +19.0% | -25.6% | -22.4% |
| 5Y | -42.2% | +26.8% | -69.0% | -54.0% |
| All | +12.4% | +29.3% | -16.9% | -24.7% |
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