-30.1%
FDS vs JAAA
+18.9%
-49.0%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | 0.0% | -4.3% | -4.3% |
| 7D | -5.4% | +0.1% | -5.5% | -5.7% |
| 30D | +1.6% | +0.5% | +1.1% | +0.2% |
| 3M | +17.7% | +1.2% | +16.5% | +13.5% |
| 6M | +29.1% | +2.8% | +26.2% | +18.4% |
| YTD | +1.0% | +3.2% | -2.2% | -8.2% |
| 1Y | -21.6% | +4.8% | -26.5% | -32.0% |
| 3Y | -30.1% | +19.0% | -49.1% | -32.3% |
| All | -30.1% | +18.9% | -49.0% | -32.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling