+159.6%
FAST vs JAAA
+29.3%
+130.3%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.7% |
| 7D | -0.4% | +0.2% | -0.5% | -0.6% |
| 30D | -0.8% | +0.5% | -1.3% | -1.4% |
| 3M | +5.8% | +1.3% | +4.5% | +4.2% |
| 6M | +8.0% | +2.7% | +5.3% | +4.7% |
| YTD | +25.6% | +3.2% | +22.5% | +21.1% |
| 1Y | +0.8% | +4.9% | -4.1% | -4.8% |
| 3Y | +86.1% | +19.0% | +67.1% | +57.4% |
| 5Y | +100.2% | +26.8% | +73.4% | +58.0% |
| All | +159.6% | +29.3% | +130.3% | +98.2% |
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 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