+829.1%
FANG vs JAAA
+29.4%
+799.7%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.3% |
| 7D | +2.9% | +0.1% | +2.8% | +2.7% |
| 30D | +2.6% | +0.5% | +2.1% | +1.6% |
| 3M | +7.6% | +1.3% | +6.3% | +5.1% |
| 6M | +17.3% | +2.8% | +14.5% | +11.5% |
| YTD | +38.7% | +3.3% | +35.4% | +30.6% |
| 1Y | +51.6% | +4.9% | +46.7% | +38.4% |
| 3Y | +50.0% | +19.0% | +31.0% | +25.5% |
| 5Y | +237.6% | +26.9% | +210.7% | +171.1% |
| All | +829.1% | +29.4% | +799.7% | +558.4% |
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