+4.8%
ULTA vs JAAA
+4.9%
-0.1%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.1% | +2.0% | +1.5% |
| 7D | -3.1% | +0.1% | -3.2% | -3.6% |
| 30D | +2.8% | +0.5% | +2.3% | -0.9% |
| 3M | +14.8% | +1.3% | +13.5% | +5.4% |
| 6M | -16.2% | +2.8% | -19.0% | -30.4% |
| YTD | -9.6% | +3.3% | -12.9% | -26.4% |
| 1Y | +4.8% | +4.9% | -0.2% | -21.2% |
| All | +4.8% | +4.9% | -0.1% | -21.2% |
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