+299.2%
TEVA vs JAAA
+29.4%
+269.9%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.1% | +2.0% | +1.8% |
| 7D | +2.0% | +0.1% | +1.9% | +1.8% |
| 30D | +1.0% | +0.5% | +0.4% | -0.3% |
| 3M | +7.3% | +1.3% | +6.1% | +4.2% |
| 6M | +21.7% | +2.8% | +18.9% | +14.2% |
| YTD | +18.8% | +3.3% | +15.6% | +10.4% |
| 1Y | +86.5% | +4.9% | +81.5% | +67.4% |
| 3Y | +269.4% | +19.0% | +250.5% | +178.1% |
| 5Y | +303.6% | +26.9% | +276.7% | +172.3% |
| All | +299.2% | +29.4% | +269.9% | +191.6% |
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