+6.2%
FDS vs JAAA
+30.3%
-24.1%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +1.5% | +0.1% | +1.4% | +1.4% |
| 30D | +14.8% | +0.4% | +14.4% | +14.3% |
| 3M | +16.3% | +1.2% | +15.1% | +14.8% |
| 6M | +66.2% | +2.3% | +63.9% | +62.4% |
| YTD | +16.2% | +4.0% | +12.2% | +11.8% |
| 1Y | +21.8% | +4.8% | +17.0% | +16.3% |
| 3Y | -23.9% | +18.4% | -42.3% | -30.5% |
| 5Y | -23.1% | +27.5% | -50.6% | -30.6% |
| All | +6.2% | +30.3% | -24.1% | -9.4% |
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 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