+178.7%
FAST vs JAAA
+30.2%
+148.6%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.1% | +0.1% |
| 7D | +2.1% | +0.2% | +1.9% | +1.9% |
| 30D | +6.9% | +0.4% | +6.5% | +6.3% |
| 3M | +4.8% | +1.2% | +3.6% | +3.3% |
| 6M | +19.8% | +2.3% | +17.4% | +16.5% |
| YTD | +34.9% | +3.9% | +31.0% | +28.9% |
| 1Y | +32.8% | +4.8% | +28.0% | +25.6% |
| 3Y | +93.7% | +18.5% | +75.2% | +64.0% |
| 5Y | +105.3% | +27.5% | +77.8% | +60.6% |
| All | +178.7% | +30.2% | +148.6% | +111.1% |
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