-3.6%
FDS vs JAAA
+29.3%
-32.9%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.1% | -3.6% | -3.6% |
| 7D | -1.9% | +0.2% | -2.1% | -2.1% |
| 30D | +9.0% | +0.5% | +8.5% | +8.4% |
| 3M | +18.9% | +1.3% | +17.6% | +17.3% |
| 6M | +35.1% | +2.7% | +32.5% | +31.6% |
| YTD | +5.5% | +3.2% | +2.3% | +2.3% |
| 1Y | -16.8% | +4.9% | -21.7% | -20.6% |
| 3Y | -28.1% | +19.0% | -47.1% | -33.9% |
| 5Y | -17.4% | +26.8% | -44.2% | -24.9% |
| All | -3.6% | +29.3% | -32.9% | -17.1% |
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