+127.5%
ULTA vs JAAA
+29.3%
+98.2%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | -3.9% | +0.1% | -3.9% | -4.0% |
| 30D | -1.1% | +0.4% | -1.5% | -1.8% |
| 3M | +13.8% | +1.2% | +12.6% | +11.5% |
| 6M | -17.2% | +2.7% | -19.9% | -20.8% |
| YTD | -11.5% | +3.2% | -14.6% | -15.9% |
| 1Y | +3.9% | +4.8% | -0.9% | -3.6% |
| 3Y | +29.5% | +19.0% | +10.5% | +8.3% |
| 5Y | +42.9% | +26.8% | +16.1% | +15.4% |
| All | +127.5% | +29.3% | +98.2% | +52.0% |
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 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