-22.6%
FDS vs JAAA
+27.4%
-50.0%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | 0.0% | +2.7% | +2.7% |
| 7D | -2.1% | +0.1% | -2.2% | -2.3% |
| 30D | +16.0% | +0.4% | +15.6% | +15.5% |
| 3M | +18.8% | +1.2% | +17.6% | +17.2% |
| 6M | +54.1% | +2.3% | +51.8% | +50.1% |
| YTD | +17.0% | +4.0% | +13.0% | +12.1% |
| 1Y | +25.5% | +4.8% | +20.7% | +19.3% |
| 3Y | -23.3% | +18.5% | -41.8% | -30.5% |
| 5Y | -22.6% | +27.5% | -50.1% | -31.4% |
| All | -22.6% | +27.4% | -50.0% | -31.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling