+65.5%
YUM vs JAAA
+29.3%
+36.3%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | -5.2% | +0.1% | -5.3% | -5.2% |
| 30D | -0.1% | +0.4% | -0.5% | -0.4% |
| 3M | -4.3% | +1.2% | -5.5% | -5.1% |
| 6M | -8.7% | +2.7% | -11.4% | -10.4% |
| YTD | -3.5% | +3.2% | -6.7% | -5.7% |
| 1Y | +0.5% | +4.8% | -4.4% | -3.0% |
| 3Y | +20.5% | +19.0% | +1.6% | +7.8% |
| 5Y | +21.8% | +26.8% | -5.0% | +4.8% |
| All | +65.5% | +29.3% | +36.3% | +31.8% |
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